On the robustness to small trends of parameter estimation for continuous-time stationary models with memory
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Publication:505335
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
parameter estimationlong memoryrobust inferencecontinuous-time stationary processintermediate memorysmooth periodogram
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Cites Work
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