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Nonparametric estimation for i.i.d. Gaussian continuous time moving average models |
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| Authors: | Comte Fabienne Genon-Catalot Valentine |
| Affiliation: | 1.Université de Paris, CNRS, MAP5 UMR 8145, 75006, Paris, France ; |
| Abstract: | Statistical Inference for Stochastic Processes - We consider a Gaussian continuous time moving average model $$X(t)=int _0^t a(t-s)dW(s)$$ where W is a standard Brownian motion and a(.) a... |
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