On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:23, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the robustness to small trends of parameter estimation for continuous-time stationary models with memory |
scientific article |
Statements
On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (English)
0 references
20 January 2017
0 references
continuous-time stationary process
0 references
robust inference
0 references
intermediate memory
0 references
long memory
0 references
smooth periodogram
0 references
parameter estimation
0 references