Robust estimation for continuous-time linear models with memory (Q4606860): Difference between revisions

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Latest revision as of 07:57, 15 July 2024

scientific article; zbMATH DE number 6848676
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English
Robust estimation for continuous-time linear models with memory
scientific article; zbMATH DE number 6848676

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    Robust estimation for continuous-time linear models with memory (English)
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    9 March 2018
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    trend
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    robust inference
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    Lévy-driven continuous-time model
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    memory
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    smoothed periodogram
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    parametric and nonparametric estimation
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