Hellinger distance estimation of nonlinear dynamical systems.

DOI10.1016/S0167-7152(03)00080-4zbMath1116.62392MaRDI QIDQ1423199

Ouagnina Hili

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

ConsistencyAsymptotic normalityNonlinear dynamical systemsEXPAR modelsHellinger distance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of dynamical systems (37N99)

Related Items (3)

ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT) ⋮ Hellinger distance estimation of general bilinear time series models ⋮ Estimation of a multiple-threshold \(AR(p)\) model

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• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Cross-validation in density estimation
• On the estimation of nonlinear time series models

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