Minimum Hellinger Distance Estimates for Parametric Models, The Annals of Statistics, vol.5, issue.3, pp.445-463, 1977. ,
DOI : 10.1214/aos/1176343842
An ecient and robust adaptive estimator of location, 1978. ,
Ecient robust estimation for parametric models, Z. Walrsch, 1981. ,
On the estimation of nonlinear time series models. stochastics and Stochastics Reports 52, pp.207-226, 1995. ,
On the estimation of ??-ARCH models, Statistics & Probability Letters, vol.45, issue.4, pp.285-293, 1999. ,
DOI : 10.1016/S0167-7152(99)00070-X
Hellinger distance estimation of general bilinear time series models, Statistical Methodology, vol.5, issue.2, pp.119-128, 2008. ,
DOI : 10.1016/j.stamet.2007.06.005
T heorèmes limites pour les processusàprocessus`processusà longue mémoire saisonnì ere, p.3085, 2001. ,
Kernel density estimation for linear processes. The Annal. of Statist, pp.1441-1459, 2002. ,