Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty

DOI10.1134/S0005117910020049zbMath1211.93128OpenAlexW2089322824MaRDI QIDQ1956875

V. B. Goryainov, E. R. Goryainova

Publication date: 24 September 2010

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117910020049

zbMATH Keywords

asymptotic normalityspatial autoregressionsign criteria

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Related Items (5)

M-estimates of the spatial autoregression coefficients ⋮ Least-modules estimates for spatial autoregression coefficients ⋮ Generalized M-estimates of the autoregression field coefficients ⋮ Identification of a spatial autoregression by rank methods ⋮ Asymptotic properties of the sign estimate of autoregression field coefficients

Uses Software

• spatial

Cites Work

• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Properties of the spatial unilateral first-order ARMA model
• Statistical spatial series modelling
• Estimates of Location Based on Rank Tests
• Robust Statistics

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