Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator

DOI10.1007/s42519-022-00269-5zbMath1493.62188OpenAlexW4281666915WikidataQ114217032 ScholiaQ114217032MaRDI QIDQ2156008

Publication date: 15 July 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00269-5

zbMATH Keywords

asymptotic normality geometric ergodicity \(\alpha\)-mixing process stationary stochastic process consistence Hellinger distance estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Point estimation (62F10)

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