Robust Indirect Inference

Marc G. Genton, Elvezio Ronchetti

Type: Article

Publication Date: 2003-03-01

Citations: 83

DOI: https://doi.org/10.1198/016214503388619102

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Locations

Journal of the American Statistical Association - View

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Works Cited by This (21)

Action	Title	Year	Authors
+ PDF Chat	Target estimation for bias and mean square error reduction	1999	Javier Cabrera Luisa Turrin Fernholz
+	None	2002	Xavier de Luna Marc G. Genton
+ PDF Chat	Influence Functionals for Time Series	1986	R. Douglas Martin Vı́ctor J. Yohai
+	The Influence Curve and its Role in Robust Estimation	1974	Frank R. Hampel
+	Robust Estimates for ARMA Models	1986	Oscar H. Bustos Vı́ctor J. Yohai
+	4 Robustness in time series and estimating ARMA models	1985	R. Douglas Martin Vı́ctor J. Yohai
+	Robust Bounded-Influence Tests in General Parametric Models	1994	Stéphane Héritier Elvezio Ronchetti
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel
+	RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS	1992	Héctor Allende Siegfried Heiler
+ PDF Chat	Robust inference with GMM estimators	2001	Elvezio Ronchetti Fabio Trojani