Hellinger distance estimation of stationary Gaussian strongly dependent processes

DOI10.1016/j.crma.2011.07.026zbMath1232.62115OpenAlexW2042421172MaRDI QIDQ640902

Ouagnina Hili, Aubin Yao N'dri

Publication date: 21 October 2011

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

Full work available at URL: https://doi.org/10.1016/j.crma.2011.07.026

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Related Items

ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT), Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process

Cites Work

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• Hellinger distance estimation of general bilinear time series models
• Hellinger distance estimates of long memory linear processes
• Minimum Hellinger distance estimates for parametric models
• Robust regression: Asymptotics, conjectures and Monte Carlo