Identification of a spatial autoregression by rank methods
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Publication:664258
DOI10.1134/S0005117911050067zbMATH Open1235.93247MaRDI QIDQ664258FDOQ664258
Authors: V. B. Goryainov 
Publication date: 1 March 2012
Published in: Automation and Remote Control (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- Estimates of Location Based on Rank Tests
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Title not available (Why is that?)
- Statistical spatial series modelling
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- Linear serial rank tests for randomness against ARMA alternatives
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
- Rank-based estimation for autoregressive moving average time series models
- R-estimation for arma models
Cited In (5)
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- M-estimates of the spatial autoregression coefficients
- Least-modules estimates for spatial autoregression coefficients
- Asymptotic properties of the sign estimate of autoregression field coefficients
- Generalized M-estimates of the autoregression field coefficients
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