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Avtomatika i Telemekhanika, 2012, Issue 10, Pages 42–51
(Mi at4081)
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This article is cited in 2 scientific papers (total in 2 papers)
Stochastic Systems, Queuing Systems
Generalized M-estimates of the autoregression field coefficients
V. B. Goryainov Bauman Moscow State Technical University, Moscow, Russia
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.
Citation:
V. B. Goryainov, “Generalized M-estimates of the autoregression field coefficients”, Avtomat. i Telemekh., 2012, no. 10, 42–51; Autom. Remote Control, 73:10 (2012), 1624–1631
Linking options:
https://www.mathnet.ru/eng/at4081 https://www.mathnet.ru/eng/at/y2012/i10/p42
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Statistics & downloads: |
Abstract page: | 358 | Full-text PDF : | 77 | References: | 67 | First page: | 16 |
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