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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Property / author: Q470101 / rank | |||
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Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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Property / zbMATH DE Number: 6676523 / rank | |||
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continuous-time stationary process | |||
Property / zbMATH Keywords: continuous-time stationary process / rank | |||
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robust inference | |||
Property / zbMATH Keywords: robust inference / rank | |||
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intermediate memory | |||
Property / zbMATH Keywords: intermediate memory / rank | |||
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long memory | |||
Property / zbMATH Keywords: long memory / rank | |||
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smooth periodogram | |||
Property / zbMATH Keywords: smooth periodogram / rank | |||
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parameter estimation | |||
Property / zbMATH Keywords: parameter estimation / rank | |||
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Revision as of 02:24, 1 July 2023
scientific article
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English | 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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