Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960)
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scientific article; zbMATH DE number 7600084
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| English | Minimum Hellinger distance estimates for a periodically time-varying long memory parameter |
scientific article; zbMATH DE number 7600084 |
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Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (English)
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12 October 2022
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Hellinger distance estimation
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simulations
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0.8414198160171509
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0.8135704398155212
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0.7981979846954346
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0.783944308757782
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0.7829252481460571
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