Robust estimation for continuous-time linear models with memory (Q4606860)
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scientific article; zbMATH DE number 6848676
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| 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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0.8840179443359375
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0.8235206007957458
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0.773803174495697
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0.7626423239707947
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0.7618051767349243
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