Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Year of publication: |
2004-06
|
---|---|
Authors: | Mancini, Loriano ; Ronchetti, Elvezio ; Trojani, Fabio |
Institutions: | Institut d'Economie et Econométrie, Université de Genève |
Subject: | Time series models | M-estimators | influence function | robust estimation and testing |
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