Hellinger distance estimation of strongly dependent Gaussian random fields

MaRDI QIDQ2416733zbMATH OpenFDO

Authors Aubin Yao N'dri, Ouagnina Hili, Gueï Cyrille Okou

Publication date 24 May 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1558664063

zbMATH Keywords

asymptotic propertiesHellinger distance estimationrandom fieldstrongly dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Random fields (60G60) Asymptotic properties of parametric estimators (62F12)

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Cited in

(7)

• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• Parametric estimation of long memory multivariate Gaussian random fields
• Simulated Hellinger disparity estimation of a cyclical long memory process
• Hellinger distance estimation of SSAR models
• Hellinger's distance and correlation for a subclass of stable distributions
• Hellinger distance estimation of stationary Gaussian strongly dependent processes
• Hellinger distance estimates of long memory linear processes

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