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Generalized M-estimates of the autoregression field coefficients

  • Stochastic Systems, Queueing Systems
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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.

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Authors and Affiliations

  1. Bauman State Technical University, Moscow, Russia

    V. B. Goryainov

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  1. V. B. Goryainov
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Original Russian Text © V.B. Goryainov, 2012, published in Avtomatika i Telemekhanika, 2012, No. 10, pp. 42–51.

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Goryainov, V.B. Generalized M-estimates of the autoregression field coefficients. Autom Remote Control 73, 1624–1631 (2012). https://doi.org/10.1134/S0005117912100049

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  • DOI: https://doi.org/10.1134/S0005117912100049

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