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Hellinger distance estimation of strongly dependent Gaussian random fields


Aubin Yao N’dri
Ouagnina Hili
Gueï Cyrille Okou

Abstract

The Minimum Hellinger Distance Estimator (MHDE) of density function is investigated for stationary long memory (long-range dependent) random fields observed over a finite set of spatial points. A general result on the consistency of the MHD Estimator is first obtained and then, under some mild assumptions, the asymptotic distribution of this estimator is established.

Keywords: Asymptotic properties ; Strongly dependence ; Hellinger distance estimation, random field.

AMS 2010 Mathematics Subject Classification Objects : 60G10, 60G15, 60G60, 62F12


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print ISSN: 2316-090X