Asymptotic properties of the sign estimate of autoregression field coefficients

DOI10.1134/S0005117915030066MaRDI QIDQ499563zbMATH OpenOpenAlexFDO

Authors V. B. Goryainov, E. R. Goryainova

Publication date 30 September 2015

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

Full work available at URL https://doi.org/10.1134/s0005117915030066

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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• scientific article; zbMATH DE number 3248575 (Why is no real title available?)
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• Properties of the spatial unilateral first-order ARMA model
• Statistical spatial series modelling

Cited in

(2)

• Generalized M-estimates of the autoregression field coefficients
• Sign estimates in moving average models with infinite variance

Describes a project that uses

Uses Software

• Arc_Mat

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