Open AccessMINIMUM HELLINGER DISTANCE ESTIMATION OF A STATIONARY MULTIVARIATE LONG MEMORY ARFIMA PROCESS
Author(s) -
Kévin Stanislas MBEKE,
Ouagnina Hili
Publication year - 2018
Publication title -
journal of mathematical sciences advances and applications
Language(s) - English
Resource type - Journals
ISSN - 0974-5750
DOI - 10.18642/jmsaa_7100121930
Subject(s) - hellinger distance , autoregressive fractionally integrated moving average , multivariate statistics , statistics , estimation , econometrics , multivariate analysis of variance , mathematics , artificial intelligence , process (computing) , long memory , computer science , economics , volatility (finance) , management , operating system
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