Abstract
Under some regularity conditions, it is well known that the maximum likelihood estimator (MLE) is asymptotically normal and efficient. However, if the observation is contaminated, the MLE is not always an appropriate estimator. In this paper, we treat M-estimators and study their asymptotic behavior. By choosing estimation equations, robust M-estimators are presented for phase parameters.
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Yoshida, N., Hayashi, T. On the robust estimation in poisson processes with periodic intensities. Ann Inst Stat Math 42, 489–507 (1990). https://doi.org/10.1007/BF00049304
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DOI: https://doi.org/10.1007/BF00049304