Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315)
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scientific article; zbMATH DE number 7276151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of stationary continuous‐time arma models via indirect inference |
scientific article; zbMATH DE number 7276151 |
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Robust estimation of stationary continuous‐time arma models via indirect inference (English)
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20 November 2020
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AR process
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CARMA process
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indirect estimator
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influence functional
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GM-estimator
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LS-estimator
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outlier
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resistance
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robustness
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