On the robustness to small trends of parameter estimation for   continuous-time stationary models with memory
  The paper deals with a question of robustness of inferences, carried out on a continuous-time stationary process contaminated by a small trend, to this departure from stationarity. We show that a smoothed periodogram approach to parameter estimation is highly robust to the presence of a small trend in the model. The obtained result is a continuous version of that of Hede and Dai (Journal of Time Series Analysis, 17, 141-150, 1996) for discrete time processes. 
M. S. Ginovyan and A. A. Sahakyan
math.ST stat.TH