Robust estimation for continuous-time linear models with memory (Q4606860)
From MaRDI portal
scientific article; zbMATH DE number 6848676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation for continuous-time linear models with memory |
scientific article; zbMATH DE number 6848676 |
Statements
Robust estimation for continuous-time linear models with memory (English)
0 references
9 March 2018
0 references
trend
0 references
robust inference
0 references
Lévy-driven continuous-time model
0 references
memory
0 references
smoothed periodogram
0 references
parametric and nonparametric estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
