Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations

DOI10.1007/S00180-018-0845-4MaRDI QIDQ2319495zbMATH OpenOpenAlexFDO

Authors Grisel M. Britos, Silvia Ojeda

Publication date 19 August 2019

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.02602

zbMATH Keywords

AR-2D modelsimage processingrobust estimatorsspatial models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

Abstract: Robust methods have been a successful approach to deal with contaminations and noises in image processing. In this paper, we introduce a new robust method for two-dimensional autoregressive models. Our method, called BMM-2D, relies on representing a two-dimensional autoregressive process with an auxiliary model to attenuate the effect of contamination (outliers). We compare the performance of our method with existing robust estimators and the least squares estimator via a comprehensive Monte Carlo simulation study which considers different levels of replacement contamination and window sizes. The results show that the new estimator is superior to the other estimators, both in accuracy and precision. An application to image filtering highlights the findings and illustrates how the estimator works in practical applications.

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Cited in

(2)

• Asymptotic properties of BMM-estimator in bidimensional autoregressive processes
• Spatial ARMA models and its applications to image filtering

Describes a project that uses

Uses Software

• R
• TID2013

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