M-estimation

Talk on Locally Stationary Processes -- From Approximations to Statistical Inference
Introductary talk to continuous-time locally stationary processes.
Oct 1, 2021 12:00 PM
Bennet Ströh
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Talk on Locally Stationary Processes -- From Approximations to Statistical Inference
Statistical inference for continuous-time locally stationary processes using stationary approximations
We establish asymptotic properties of M-estimator based on observations from a continuous-time locally stationary process. Simulation studies show the applicability of the estimation procedures.
Bennet Ströh
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