Hellinger distance estimation of stationary Gaussian strongly dependent processes

DOI10.1016/J.CRMA.2011.07.026MaRDI QIDQ640902zbMATH OpenOpenAlexFDO

Authors Ouagnina Hili, Aubin Yao N'dri

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• Hellinger distance estimates of long memory linear processes
• Hellinger distance estimation of general bilinear time series models
• Minimum Hellinger distance estimates for parametric models
• Robust regression: Asymptotics, conjectures and Monte Carlo

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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