Asymptotic properties of the sign estimate of autoregression field coefficients

DOI10.1134/S0005117915030066zbMATH Open1327.93425OpenAlexW2052604547MaRDI QIDQ499563FDOQ499563

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

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Mathematics Subject Classification ID

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

Cites Work

• Introduction to spatial econometrics.
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• Estimates of Location Based on Rank Tests
• Nonlinear Regression with Dependent Observations
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• Properties of the spatial unilateral first-order ARMA model
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• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Statistical spatial series modelling
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• Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
• Choice of a 2-D causal autoregressive texture model using information criteria
• Performance of Robust RA Estimator for Bidimensional Autoregressive Models
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• Identification of a spatial autoregression by rank methods

Cited In (2)

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

Uses Software

• Arc_Mat

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