Fréchet differentiability in statistical inference for time series

@article{Bednarski2010FrchetDI,
  title={Fr{\'e}chet differentiability in statistical inference for time series},
  author={Tadeusz Bednarski},
  journal={Statistical Methods and Applications},
  year={2010},
  volume={19},
  pages={517-528}
}
Asymptotic results on distributional behavior of robust estimates in stationary time series models are complex on both technical and assumptional side compare for instance L. Mancini, E. Ronchetti, F. Trojani (2005) and N. Muler, D. Pena, V. J. Yohai (2009). Considering the fact that econometric time series tend to be stationary rather than are stationary… CONTINUE READING