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Avtomatika i Telemekhanika, 2015, Issue 3, Pages 62–78 (Mi at14198)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems, Queuing Systems

Asymptotic properties of the sign estimate of autoregression field coefficients

V. B. Goryainova, E. R. Goryainovab

a Bauman Moscow State Technical University, Moscow, Russia
b National Research University "Higher School of Economics", Moscow, Russia
Full-text PDF (272 kB) Citations (1)
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Abstract: For the process of order $(1,1)$ spatial autoregression, the consistency and asymptotic normality of the sign estimate were established. The relative asymptotic efficiency of the sign estimate relative to the least-squares estimate was calculated, and its behavior under various distributions of the renewing field was considered.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 13.03.2013
English version:
Automation and Remote Control, 2015, Volume 76, Issue 3, Pages 419–432
DOI: https://doi.org/10.1134/S0005117915030066
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. B. Goryainov, E. R. Goryainova, “Asymptotic properties of the sign estimate of autoregression field coefficients”, Avtomat. i Telemekh., 2015, no. 3, 62–78; Autom. Remote Control, 76:3 (2015), 419–432
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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