Abstract:
Asymptotic normalcy of the M-estimates of the autoregression field coefficients on the planar rectangular lattice was proved. Consideration was given to the robust properties of the M-estimates. Efficiencies of the M-estimates and the least-squares estimators were compared.
Presented by the member of Editorial Board:A. I. Kibzun
Citation:
V. B. Goryainov, “M-estimates of the spatial autoregression coefficients”, Avtomat. i Telemekh., 2012, no. 8, 119–129; Autom. Remote Control, 73:8 (2012), 1371–1379