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We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...
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optimal sampling frequency at which to estimate the parameters of a discretely sampled continuous-time model can be finite … that sampling as often as possible is optimal. But, more surprisingly, we also demonstrate that this is true even if one …
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