Minimum Hellinger distance estimates for a periodically time-varying long memory parameter

DOI10.5802/crmath.381zbMath1506.37103arXiv2011.10880OpenAlexW3110611000MaRDI QIDQ2080960

Karima Belaide, Ouagnina Hili, Amine Amimour

Publication date: 12 October 2022

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.10880

zbMATH Keywords

simulationsHellinger distance estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Simulation of dynamical systems (37M05)

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