The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$-differentiable parametric densities

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Bibliographic Details
Published in:Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems 2020-10, Vol.23 (3), p.637-663
Main Authors: Pandhare, S. C., Ramanathan, T. V.
Format: Article
Language:English
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ISSN:1387-0874
1572-9311
DOI:10.1007/s11203-020-09208-2