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Resistant estimators for stationary ergodic stochastic processes

✍ Scribed by Mario Antonio Gneri

Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 194 KB
Volume: 64
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(03)00144-5

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✦ Synopsis

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 ÿnite-dimensional real parameter.

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