On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335): Difference between revisions

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Property / author: Mamikon S. Ginovyan / rank
 
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continuous-time stationary process
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robust inference
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intermediate memory
Property / zbMATH Keywords: intermediate memory / rank
 
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long memory
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smooth periodogram
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parameter estimation
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Revision as of 02:24, 1 July 2023

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On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
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    On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (English)
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    20 January 2017
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    continuous-time stationary process
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    robust inference
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    intermediate memory
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    long memory
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    smooth periodogram
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    parameter estimation
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