Infinitesimal robustness for diffusions
Year of publication: |
2010
|
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Authors: | Vecchia, Davide la ; Trojani, Fabio |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 105.2010, 490, p. 703-712
|
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis |
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