摘要 : We address the problem of parameter estimation of long memory time series. We consider k-factors Gegenbauer Autoregressive Moving Average (k-GARMA) processes and we estimate their parameters by the minimum Hellinger distance estim... 展开 We address the problem of parameter estimation of long memory time series. We consider k-factors Gegenbauer Autoregressive Moving Average (k-GARMA) processes and we estimate their parameters by the minimum Hellinger distance estimator. We establish the consistency of the estimator and the asymptotic normality for some bandwidth choice. 收起