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Generalized M-estimates of the autoregression field coefficients

Research paper by V. B. Goryainov

Indexed on: 26 Oct '12Published on: 26 Oct '12Published in: Automation and Remote Control



Abstract

Asymptotic normalcy of the generalized M-estimates was established for the process of spatial autoregression of the order (1, 1). The generalized M-estimates were compared with the classical M-estimates and least-squares estimates using computer-aided modeling.