Asymptotic properties of the sign estimate of autoregression field coefficients

For the process of order $(1,1)$ spatial autoregression, the consistency and asymptotic normality of the sign estimate were established. The relative asymptotic efficiency of the sign estimate relative to the least-squares estimate was calculated, and its behavior under various distributions of the renewing field was considered.

Presented by the member of Editorial Board: A. I. Kibzun