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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



Abstract

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.