Hellinger distance estimates of long memory linear processes
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Cites work
- An efficient and robust adaptive estimator of location
- Efficient robust estimates in parametric models
- Hellinger distance estimation of general bilinear time series models
- Kernel density estimation for linear processes
- Minimum Hellinger distance estimates for parametric models
- On the asymptotic expansion of the empirical process of long-memory moving averages
- On the estimation of -ARCH models
- On the estimation of nonlinear time series models
Cited in
(9)- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme
- Hellinger distance estimation of strongly dependent Gaussian random fields
- Simulated Hellinger disparity estimation of a cyclical long memory process
- Hellinger distance estimation of general bilinear time series models
- Hellinger distance estimation of stationary Gaussian strongly dependent processes
- On estimating the cumulant generating function of linear processes
- Hellinger's distance and correlation for a subclass of stable distributions
- Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
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