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Qualitative robustness Stationary ergodic processes 1
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Gneri, Mario Antonio 1
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Statistics & Probability Letters 1
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Resistant estimators for stationary ergodic stochastic processes
Gneri, Mario Antonio - In: Statistics & Probability Letters 64 (2003) 1, pp. 97-103
We show the equivalence between the Boente et al. concepts of weak and strong resistance for estimators invariant under permutations in the case of discrete time stationary ergodic stochastic processes depending on a finite-dimensional real parameter.
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