  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.
