We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the minimum Hellinger distance estimation. The results are investigated through simulation studies.

翻译：我们认为,这是一个纯粹片面顺从的过程,由定期时间变化的长内存参数驱动。我们将使用最小海灵格距离估计值来计算矢量参数的估计数。通过模拟研究对结果进行调查。