Robust parameter estimation for the Ornstein-Uhlenbeck process (Q257449)
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scientific article; zbMATH DE number 6557204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust parameter estimation for the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6557204 |
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Robust parameter estimation for the Ornstein-Uhlenbeck process (English)
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17 March 2016
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Ornstein-Uhlenbeck process
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influence curves
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M-estimators
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asymptotically linear estimators
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