Robust parameter estimation for stationary processes by an exotic disparity from prediction problem (Q1687202)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust parameter estimation for stationary processes by an exotic disparity from prediction problem |
scientific article; zbMATH DE number 6821187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation for stationary processes by an exotic disparity from prediction problem |
scientific article; zbMATH DE number 6821187 |
Statements
Robust parameter estimation for stationary processes by an exotic disparity from prediction problem (English)
0 references
22 December 2017
0 references
stationary process
0 references
spectral density
0 references
minimum contrast estimation
0 references
prediction problem
0 references
asymptotic efficiency
0 references
0 references
0 references