Journal of Mathematical Sciences: Advances and Applications[1] R. Beran, Minimum Hellinger distance estimates for parametric
models, Ann. Statist. 5(3) (1977), 445-463.
DOI: http://dx.doi.org/10.1214/aos/1176343842
[2] A. L. Bitty and O. Hili, Estimateurs du minimum de distance de
Hellinger des processus linéaires à longue mémoire, Comptes
Rendus Mathématique 348(7-8) (2010), 445-448.
DOI: https://doi.org/10.1016/j.crma.2010.02.020
[3] C. W. J. Granger and A. Andersen, On the invertibility of time
series models, Stochastic Process. Appl. 8(1) (1978), 87-92.
DOI: https://doi.org/10.1016/0304-4149(78)90069-8
[4] C. W. J. Granger and R. Joyeux, An introduction to long-memory
time series models and fractional differencing, J. Time Series Anal.
1(1) (1980), 15-29.
DOI: https://doi.org/10.1111/j.1467-9892.1980.tb00297.x
[5] O. Hili, On the estimation of nonlinear time series models,
Stochastics and Stochastic Reports 52(3-4) (1995), 207-226.
DOI: http://dx.doi.org/10.1080/17442509508833972
[6] J. R. M. Hosking, Fractional differencing, Biometrika 68(1)
(1981), 165-176.
DOI: https://doi.org/10.1093/biomet/68.1.165
[7] A. Kamagaté and O. Hili, Estimation par le minimum de distance
de Hellinger d’un processus ARFIMA, Comptes Rendus Mathematique
350(13-14) (2012), 721-725.
DOI: http://doi.org/10.1016/j.crma.2012.07.005
[8] A. Kamagaté and O. Hili, The quasi maximum likelihood approach
to statistical inference on a non-stationary multivariate ARFIMA
process, Random Oper. Stoch. Equ. 21(3) (2013), 305-320.
DOI: https://doi.org/10.1515/rose-2013-0014
[9] L. Mayoral, Minimum distance estimation of stationary and
non-stationary ARFIMA processes, Econom. J. 10(1) (2007), 124-148.
DOI: https://doi.org/10.1111/j.1368-423X.2007.00202.x
[10] A. N’dri and O. Hili, Hellinger distance estimation of
strongly dependent multi-dimensional Gaussian processes, International
Journal of Statistics and Probability 2(3) (2013), 70-84.
DOI: https://doi.org/10.5539/ijsp.v2n3p70
[11] M. Odaki, On the invertibility of fractionally differenced ARIMA
processes, Biometrika 80(3) (1993), 703-709.
DOI: https://doi.org/10.1093/biomet/80.3.703
[12] B. L. S. Prakasa Rao, Nonparametric Functional Estimation, New
York: Academic Press, 1983.
[13] F. Sowell, A Decomposition of Block Toeplitz Matrices with
Applications to Vector Time Series, GSIA Mimograph, Carnegie Mellon
University, 1989.
[14] W. B. Wu and J. Mielniczuk, Kernel density estimation for linear
process, The Annals of Statistics 30(5) (2002), 1441-1459.
