On the robustness to small trends of parameter estimation for continuous-time stationary models with memory (Q505335)
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scientific article; zbMATH DE number 6676523
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| English | On the robustness to small trends of parameter estimation for continuous-time stationary models with memory |
scientific article; zbMATH DE number 6676523 |
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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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0.8975387215614319
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0.8840179443359375
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0.7617395520210266
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0.7602099180221558
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0.7375698089599609
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