Robust estimation for continuous-time linear models with memory (Q4606860)
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scientific article; zbMATH DE number 6848676
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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