Hellinger distance estimation of general bilinear time series models

Author:

Hili Ouagnina

Publisher

Elsevier BV

Subject

Statistics and Probability

Reference22 articles.

1. On nonlinear models for time series;Andel;Statistics,1989

2. Identification of nonlinear time series: First order characterisation and order determination;Auestad;Biometrika,1990

3. Minimum Hellinger distance estimates for parametric models;Beran;Ann. Statist.,1977

4. Inégalité de Bernstein pour les processus fortement mélangeants non nécessairement stationnaires. Applications;Carbon;C. R. Acad. Sci. Paris,1983

5. An Introduction to Bilinear Time Series Models;Granger,1978

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