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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2012 Issue 10, Pages 42–51 (Mi at4081)

This article is cited in 2 papers

Stochastic Systems, Queuing Systems

Generalized M-estimates of the autoregression field coefficients

V. B. Goryainov

Bauman Moscow State Technical University, Moscow, Russia

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.

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

Received: 14.06.2011


 English version:
Automation and Remote Control, 2012, 73:10, 1624–1631

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© Steklov Math. Inst. of RAS, 2024