Least-modules estimates for spatial autoregression coefficients

Authors:
V. B. Goryainov
Affiliations:
Bauman State Technical University, Moscow, Russia 105005
Venue:
Journal of Computer and Systems Sciences International
Year:
2011

Citing 3
Cited 0

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Abstract

For the process of spatial autoregression of order (1, 1), the least-modules estimates were found to be asymptotically normal and the relative asymptotic efficiency of these estimates with respect to least-squares estimates was calculated. Using computer simulation methods, the stability of least-modules estimates to observational overshoots was studied.