On the robustness to small trends of parameter estimation for continuous-time stationary models with memory

DOI10.3103/S1068362316050046zbMath1355.60043arXiv1601.07141OpenAlexW2962849696MaRDI QIDQ505335

Mamikon S. Ginovyan, Artur A. Sahakyan

Publication date: 20 January 2017

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.07141

zbMATH Keywords

parameter estimation long memory robust inference continuous-time stationary process intermediate memory smooth periodogram

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10)

Uses Software

longmemo

Cites Work

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