Hellinger Distance Estimation of Strongly Dependent Multi-Dimensional Gaussian Processes


  •  Aubin N’dri    
  •  Ouagnina Hili    

Abstract

In the present paper we determine the minimum Hellinger distance estimator of stationary Gaussian multi-dimensional processes with long-range dependence. Under some assumptions which ensure some probabilistic properties, we establish the asymptotic properties of this estimator.


This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

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