𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Hellinger distance estimation of SSAR models

✍ Scribed by Ouagnina Hili

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
119 KB
Volume
53
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On minimum Hellinger distance estimation
On minimum Hellinger distance estimation
✍ Jingjing Wu; Rohana J. Karunamuni πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 French βš– 400 KB
Hellinger distance estimation of nonline
Hellinger distance estimation of nonlinear dynamical systems
✍ Ouagnina Hili πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 209 KB

The present paper deals with the minimum Hellinger distance (MHD) parameter estimation of nonlinear dynamical systems with highly correlated residuals. In order to estimate the parameter of interest, we ΓΏt the residuals by an exponential autoregressive time-series model. Under some assumptions which

Minimum Hellinger distance estimation fo
Minimum Hellinger distance estimation for supercritical Galton–Watson processes
✍ T.N. Sriram; A.N. Vidyashankar πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 122 KB

This paper studies the asymptotic behavior of the minimum Hellinger distance estimator of the underlying parameter in a supercritical branching process whose o spring distribution is known to belong to a parametric family. This estimator is shown to be asymptotically normal, e cient at the true mode