The following pages link to Ouagnina Hili (Q222005):
Displaying 42 items.
- Minimum Hellinger distance estimation of an ARFIMA process (Q456641) (← links)
- Hellinger distance estimation of stationary Gaussian strongly dependent processes (Q640902) (← links)
- Hellinger distance estimation of general bilinear time series models (Q713820) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Minimum distance estimation of \(k\)-factors GARMA processes (Q958951) (← links)
- Hellinger distance estimates of long memory linear processes (Q964444) (← links)
- Hellinger distance estimation of nonlinear dynamical systems. (Q1423199) (← links)
- Estimation of a stationary multivariate ARFIMA process (Q1711518) (← links)
- A new time domain estimation of \(k\)-factors GARMA processes (Q1759427) (← links)
- On the estimation of \(\beta\)-ARCH models (Q1808683) (← links)
- Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process (Q1931831) (← links)
- M-estimate for the stationary hyperbolic GARCH models (Q2070660) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Parametric estimation of long memory multivariate Gaussian random fields (Q2138250) (← links)
- Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data (Q2138252) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models (Q2138264) (← links)
- On nonparametric conditional quantile estimation for non-stationary random fields (Q2138275) (← links)
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
- Estimation and asymptotic properties of a stationary univariate GARCH(\(p,q\)) process (Q2192332) (← links)
- Hellinger distance estimation of strongly dependent Gaussian random fields (Q2416733) (← links)
- Asymptotic normality for kernel weighted averages estimation (Q2683003) (← links)
- Sur l'estimation des modèles autorégressifs d'ordre multiple de séries temporelles (Q2738894) (← links)
- Estimation non paramétrique de la densité d'un processus stationnaire mélangeant (Q2738909) (← links)
- The quasi maximum likelihood approach to statistical inference on a nonstationary multivariate ARFIMA process (Q2854187) (← links)
- Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method (Q2873161) (← links)
- (Q4005140) (← links)
- (Q4273077) (← links)
- (Q4687096) (← links)
- (Q4695495) (← links)
- On the estimation of nonlinear time series models (Q4890048) (← links)
- ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT) (Q5040827) (← links)
- MINIMUM HELLINGER DISTANCE ESTIMATION OF MULTIVARIATE GARCH PROCESSES (Q5204686) (← links)
- (Q5252447) (← links)
- (Q5294315) (← links)
- (Q5691582) (← links)
- Hellinger distance estimation of SSAR models (Q5952098) (← links)
- On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
- Asymptotic properties of nonparametric quantile estimation with spatial dependency (Q6068064) (← links)
- On nonparametric conditional quantile estimation for non-stationary spatial processes (Q6117110) (← links)
- Statistical inference in marginalized zero-inflated Poisson regression models with missing data in covariates (Q6187563) (← links)
- Estimation of zero-inflated bivariate Poisson regression with missing covariates (Q6597437) (← links)
