Hellinger distance estimation of stationary Gaussian strongly dependent processes

DOI10.1016/J.CRMA.2011.07.026zbMATH Open1232.62115OpenAlexW2042421172MaRDI QIDQ640902FDOQ640902

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

Recommendations

• Hellinger distance estimation of strongly dependent Gaussian random fields
• Minimum Hellinger distance estimation for locally stationary processes
• Hellinger distance estimates of long memory linear processes
• Hellinger's distance and correlation for a subclass of stable distributions
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
• On estimation of probability density function and Hellinqer distance
• Efficient Hellinger distance estimates for semiparametric models
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• Minimum Hellinger distance estimation for supercritical Galton-Watson processes

Mathematics Subject Classification ID

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

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Title not available (Why is that?)
• Minimum Hellinger distance estimates for parametric models
• Hellinger distance estimation of general bilinear time series models
• Hellinger distance estimates of long memory linear processes

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

This page was built for publication: Hellinger distance estimation of stationary Gaussian strongly dependent processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q640902)