Generalized M-estimates of the autoregression field coefficients

  • Authors:
  • V. B. Goryainov

  • Affiliations:
  • Bauman State Technical University, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2012

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Abstract

Asymptotic normalcy of the generalized M-estimates was established for the process of spatial autoregression of the order (1, 1). The generalized M-estimates were compared with the classical M-estimates and least-squares estimates using computer-aided modeling.