M-estimates of the spatial autoregression coefficients

Research paper by V. B. Goryainov

Indexed on: 15 Aug '12Published on: 15 Aug '12Published in: Automation and Remote Control


Asymptotic normalcy of the M-estimates of the autoregression field coefficients on the planar rectangular lattice was proved. Consideration was given to the robust properties of the M-estimates. Efficiencies of the M-estimates and the least-squares estimators were compared.