Hellinger distance estimation of strongly dependent Gaussian random fields

zbMATH Open1412.60056MaRDI QIDQ2416733FDOQ2416733

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

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zbMATH Keywords

asymptotic propertiesrandom fieldHellinger distance estimationstrongly dependence

Mathematics Subject Classification ID

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

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 distance estimation of stationary Gaussian strongly dependent processes
• Hellinger's distance and correlation for a subclass of stable distributions
• Hellinger distance estimates of long memory linear processes

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