Minimum Hellinger distance estimation of an ARFIMA process
DOI10.1016/J.CRMA.2012.07.005zbMATH Open1336.62231OpenAlexW2058653612MaRDI QIDQ456641FDOQ456641
Authors: Amadou Kamagate, Ouagnina Hili 
Publication date: 16 October 2012
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.2012.07.005
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Cites Work
- Title not available (Why is that?)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes
- On the invertibility of fractionally differenced ARIMA processes
- Minimum Hellinger distance estimates for parametric models
- Kernel density estimation for linear processes
- On the estimation of nonlinear time series models
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