JOURNAL ARTICLE
Robust parameter estimation for the Ornstein–Uhlenbeck process
Year: 2012 Journal: Statistical Methods & Applications Vol: 21 (4)Pages: 411-436 Publisher: Springer Science+Business Media
Keywords:
Estimator Robustification Mathematics Asymptotic distribution Ornstein–Uhlenbeck process Applied mathematics Outlier Robust statistics Asymptotic analysis Context (archaeology) Robustness (evolution) Mathematical optimization Stochastic process Statistics
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32
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Citation History
Topics
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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