Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models

DOI10.1007/s00184-015-0561-9zbMath1349.62427OpenAlexW2102217224MaRDI QIDQ288106

Ansgar Steland, Annabel Prause, Mohammed H. A. AbuJarad

Publication date: 24 May 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0561-9

zbMATH Keywords

time seriescopulascentral limit theoremmixingARCHdensity estimationnonparametricchange point

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

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