Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449)
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scientific article; zbMATH DE number 6557204
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| English | Robust parameter estimation for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6557204 |
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Robust parameter estimation for the Ornstein-Uhlenbeck process (English)
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17 March 2016
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Ornstein-Uhlenbeck process
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influence curves
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M-estimators
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asymptotically linear estimators
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0.846278190612793
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0.8173547983169556
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0.8143333792686462
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0.7922690510749817
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0.791071355342865
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