M-estimates of the spatial autoregression coefficients

DOI10.1134/S0005117912080103MaRDI QIDQ2393006zbMATH OpenFDO

Authors V. B. Goryainov

Publication date 7 August 2013

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

least-squares estimatorsrobust propertiesasymptotic normalcyautoregression field coefficientsplanar rectangular lattice

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
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• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• Cox's regression model for counting processes: A large sample study
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Identification of a spatial autoregression by rank methods
• Introduction to spatial econometrics.
• Markov Random Field Modeling in Image Analysis
• Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
• Ordinary and proper location M-estimates for autoregressive-moving average models
• Properties of the spatial unilateral first-order ARMA model
• Robust Statistics
• Spatial analysis in epidemiology.
• Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
• Statistical spatial series modelling

Cited in

(6)

• M-estimates of autoregression with random coefficients
• On estimation of parameters for spatial autoregressive model
• M-estimation for near unit roots in spatial autoregression with infinite variance
• Least-modules estimates for spatial autoregression coefficients
• Generalized M-estimates of the autoregression field coefficients
• Identification of a spatial autoregression by rank methods

Describes a project that uses

Uses Software

• Arc_Mat
• spatial

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