{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,8,19]],"date-time":"2023-08-19T22:36:48Z","timestamp":1692484608288},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2010,11]]},"DOI":"10.1007\/s10260-010-0143-y","type":"journal-article","created":{"date-parts":[[2010,6,23]],"date-time":"2010-06-23T08:23:21Z","timestamp":1277281401000},"page":"517-528","source":"Crossref","is-referenced-by-count":2,"title":["Fr\u00e9chet differentiability in statistical inference for time series"],"prefix":"10.1007","volume":"19","author":[{"given":"Tadeusz","family":"Bednarski","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2010,6,24]]},"reference":[{"key":"143_CR1","doi-asserted-by":"crossref","first-page":"88","DOI":"10.1017\/S1446788700032572","volume":"50","author":"T Bednarski","year":"1991","unstructured":"Bednarski T, Clarke BR, Kolkiewicz W (1991) Statistical expansions and locally uniform Fr\u00e9chet differentiability. J Austral Math Soc (Series A) 50: 88\u201397","journal-title":"J Austral Math Soc (Series A)"},{"key":"143_CR2","first-page":"213","volume":"20","author":"T Bednarski","year":"1993","unstructured":"Bednarski T (1993) Robust estimation in the Cox regression model. Scand J Statist 20: 213\u2013225","journal-title":"Scand J Statist"},{"key":"143_CR3","first-page":"155","volume":"18","author":"T Bednarski","year":"1998","unstructured":"Bednarski T, Clarke BR (1998) On locally uniform expansions for regular functionals. Discussiones Mathematicae. Algebra Stochastic Methods 18: 155\u2013165","journal-title":"Algebra Stochastic Methods"},{"key":"143_CR4","first-page":"279","volume":"9","author":"T Bednarski","year":"2006","unstructured":"Bednarski T, Mocarska E (2006) On robust model selection within the Cox model. Econ J 9: 279\u2013290","journal-title":"Econ J"},{"key":"143_CR5","doi-asserted-by":"crossref","first-page":"237","DOI":"10.1007\/s10260-010-0130-3","volume":"19","author":"N Cappuccio","year":"2010","unstructured":"Cappuccio N, Lubian D (2010) The fragility of the KPSS stationarity test. Stat Methods Appl 19: 237\u2013253","journal-title":"Stat Methods Appl"},{"key":"143_CR6","doi-asserted-by":"crossref","unstructured":"Dedecker J, Doukhan P, Lang G, Len JR, Louhichi S, Prieur C (2007) Weak dependence: with examples and applications. Lecture Notes in Statistics, vol 190. Springer, Berlin","DOI":"10.1007\/978-0-387-69952-3_2"},{"key":"143_CR7","doi-asserted-by":"crossref","first-page":"146","DOI":"10.1214\/06-PS086","volume":"5","author":"P Doukhan","year":"2008","unstructured":"Doukhan P, Neumann MH (2008) The notion of \u03c8-weak dependence and its applications to bootstrapping time series. Probab Surveys 5: 146\u2013168","journal-title":"Probab Surveys"},{"key":"143_CR8","doi-asserted-by":"crossref","first-page":"642","DOI":"10.1214\/aoms\/1177728174","volume":"27","author":"A Dvoretzky","year":"1956","unstructured":"Dvoretzky A, Kiefer J, Wolfowitz J (1956) Asymptotic minimax character of the sample distribution function and of the classical multinomial estimator. Ann Statist 27: 642\u2013669","journal-title":"Ann Statist"},{"key":"143_CR9","first-page":"1165","volume":"21","author":"Ch Franck","year":"2005","unstructured":"Franck Ch, Zakoian JM (2005) A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size. Econ Theory 21: 1165\u20131171","journal-title":"Econ Theory"},{"key":"143_CR10","unstructured":"Hampel FR, Ronchetti EM, Rousseeuw PJ, Stahel WA (1986) Robust statistics\u2014the approach based on influence functions. Wiley, New York"},{"key":"143_CR11","doi-asserted-by":"crossref","first-page":"141","DOI":"10.1214\/aop\/1176993379","volume":"12","author":"N Herrndorf","year":"1984","unstructured":"Herrndorf N (1984) A functional central limit theorem for weakly dependent sequences of random variables. Ann Probab 12: 141\u2013153","journal-title":"Ann Probab"},{"key":"143_CR12","doi-asserted-by":"crossref","first-page":"159","DOI":"10.1016\/0304-4076(92)90104-Y","volume":"54","author":"D Kwiatkowski","year":"1992","unstructured":"Kwiatkowski D, Phillips PCB, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root. J Econ 54: 159\u2013178","journal-title":"J Econ"},{"key":"143_CR13","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-4946-7","volume-title":"Asymptotic methods in statistical decision theory","author":"L Le Cam","year":"1986","unstructured":"Le Cam L (1986) Asymptotic methods in statistical decision theory. Springer-Verlag, New York"},{"key":"143_CR14","doi-asserted-by":"crossref","first-page":"628","DOI":"10.1198\/016214504000001402","volume":"100","author":"L Mancini","year":"2005","unstructured":"Mancini L, Ronchetti E, Trojani F (2005) Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models. J Am Statist Assoc 100: 628\u2013641","journal-title":"J Am Statist Assoc"},{"key":"143_CR15","doi-asserted-by":"crossref","first-page":"75","DOI":"10.1007\/BFb0067986","volume":"976","author":"PW Millar","year":"1983","unstructured":"Millar PW (1983) The minimax principle in asymptotic statistical theory. Springer Lect Notes Math 976: 75\u2013265","journal-title":"Springer Lect Notes Math"},{"key":"143_CR16","doi-asserted-by":"crossref","first-page":"816","DOI":"10.1214\/07-AOS570","volume":"37","author":"N Muler","year":"2009","unstructured":"Muler N, Pena D, Yohai VJ (2009) Robust estimation for ARMA models. Ann Statist 37: 816\u2013840","journal-title":"Ann Statist"},{"key":"143_CR17","unstructured":"Phillips PCB (2004) Laws and limits in econometrics. Cowles foundation paper no. 1081"},{"key":"143_CR18","doi-asserted-by":"crossref","unstructured":"Rio E (2000) In\u00e9galit\u00e9s de Hoeffding pour les fonctions lipschitziennes des suit\u00e9s d\u00e9pendantes. C.R. Acad. Sci. Paris l. 330, S\u00e9rie 1, pp 905\u2013908, Probabilit\u00e9s","DOI":"10.1016\/S0764-4442(00)00290-1"},{"key":"143_CR19","doi-asserted-by":"crossref","first-page":"599","DOI":"10.1093\/biomet\/71.3.599","volume":"71","author":"SE Said","year":"1984","unstructured":"Said SE, Dickey DA (1984) Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika 71: 599\u2013607","journal-title":"Biometrika"}],"container-title":["Statistical Methods & Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.springerlink.com\/index\/pdf\/10.1007\/s10260-010-0143-y","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,30]],"date-time":"2019-05-30T10:07:47Z","timestamp":1559210867000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-010-0143-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,6,24]]},"references-count":19,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2010,11]]}},"alternative-id":["143"],"URL":"https:\/\/doi.org\/10.1007\/s10260-010-0143-y","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,6,24]]}}}