Hellinger Distance Estimation of Strongly Dependent Gaussian Random Fields
Aubin Yao N’Dri, Ouagnina Hili, Gueï Cyrille Okou · Afrika Statistika · 2019
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.