Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Loriano Mancini; Elvezio Ronchetti; Fabio Trojani
| Year of publication: |
2005
|
|---|---|
| Authors: | Mancini, Loriano ; Ronchetti, Elvezio ; Trojani, Fabio |
| Publisher: |
St. Gallen : Dep. of Economics, Univ. of St. Gallen |
| Subject: | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | 33 S graph. Darst |
|---|---|
| Series: | Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics. - St. Gallen : SEPS, Dep. of Economics, ZDB-ID 2370935-2. - Vol. 2005-01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.vwa.unisg.ch/org/vwa/web.nsf/SysWebRessources/VWA_2005_01/$FILE/DP-01_Torjani_Optimal%20Conditionally_ganz.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002841646