Hellinger distance estimation of stationary Gaussian strongly dependent processes
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Publication:640902
DOI10.1016/J.CRMA.2011.07.026zbMATH Open1232.62115OpenAlexW2042421172MaRDI QIDQ640902FDOQ640902
Aubin Yao N'dri, Ouagnina Hili
Publication date: 21 October 2011
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.2011.07.026
Cites Work
Cited In (5)
- Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
- Hellinger distance estimation of SSAR models
- ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT)
- Hellinger's distance and correlation for a subclass of stable distributions
- Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process
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