Resistant estimators for stationary ergodic stochastic processes

Mario Antonio Gneri

Statistics & Probability Letters, 2003, vol. 64, issue 1, 97-103

Abstract: 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.

Keywords: Qualitative; robustness; Stationary; ergodic; processes (search for similar items in EconPapers)
Date: 2003
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