Hellinger distance estimation for nonregular spectra

DOI10.1137/S0040585X97T991805MaRDI QIDQ6496906

Motoki Taniguchi, Yuhao Xue

Publication date: 6 May 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

robustGaussian stationary processasymptotically efficientHellinger distance estimatornonregular spectra

Mathematics Subject Classification ID

Statistics (62-XX) Quantum theory (81-XX)

Cites Work

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• On estimation of parameters of Gaussian stationary processes
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• The Influence Curve and Its Role in Robust Estimation
• On Asymptotically Efficient Statistical Inference for Moderate Deviation Probabilities
• Local Whittle likelihood approach for generalized divergence

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