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Regular version of the site

Article

Asymptotic properties of the sign estimate of autoregression field coefficients

Automation and Remote Control. 2015. Vol. 76. No. 3. P. 419-432.
Goryainova E. R., Goryainov V.
Translator: M. Kasner.

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.