论文标题
定期时间变化的长期内存参数的最低Hellinger距离估计值
Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
论文作者
论文摘要
我们考虑了一个由定期变化的长期内存参数驱动的纯粹分数递延过程。我们将使用最小Hellinger距离估计来对矢量参数构建估计值。结果通过仿真研究进行了研究。
We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the minimum Hellinger distance estimation. The results are investigated through simulation studies.
