Minimum Hellinger distance estimates for a periodically time-varying long memory parameter

Author:

Amimour Amine,Belaide Karima,Hili Ouagnina

Publisher

Cellule MathDoc/CEDRAM

Subject

General Mathematics

Reference25 articles.

1. [1] Amimour, Amine; Belaide, Karima A long memory time series with a periodic degree of fractional differencing (2020) (https://arxiv.org/abs/2008.01939)

2. [2] Amimour, Amine; Belaide, Karima On the invertibility in periodic ARFIMA models (2020) (https://arxiv.org/abs/2008.02978)

3. Local asymptotic normality for a periodically time varying long memory parameter;Amimour, Amine;Commun. Stat., Theory Methods,2022

4. On the invertibility of periodic moving-average models;Bentarzi, Mohamed;J. Time Ser. Anal.,1994

5. Minimum Hellinger distance estimates for parametric models;Beran, Rudolf;Ann. Stat.,1977

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1. Hellinger Distance Estimation for Nonregular Spectra;Theory of Probability & Its Applications;2024-05

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