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.
Presented by the member of Editorial Board:A. I. Kibzun
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