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Article

Асимптотические свойства знаковой оценки коэффициентов авторегрессионного поля

Горяинов В. Б., Горяинова Е. Р.

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 least- squares estimate was calculated, and its behavior under various distributions of the renewing field was considered.