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Avtomatika i Telemekhanika, 2011, Issue 5, Pages 82–95 (Mi at1705)  
This article is cited in 7 scientific papers (total in 7 papers)

Stochastic Systems, Queuing Systems

Identification of a spatial autoregression by rank methods

V. B. Goryainov

Bauman State Technical University, Moscow, Russia
Full-text PDF (241 kB) Citations (7)
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Abstract: For the process of a spatial autoregression of order (1,1), we constructed locally the most powerful rank criteria for testing the hypotheses of coefficients of autoregressive equation. Statistics of criteria at zero hypothesis are free from distribution and are asymptotically normal. Basing on statistics of rank criteria, we proposed an algorithm for constructing point estimates of coefficients of autoregressive equation. The designed methods for estimation and test of hypotheses are resistant to “outliers” in observations.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 04.05.2010
English version:
Automation and Remote Control, 2011, Volume 72, Issue 5, Pages 975–988
DOI: https://doi.org/10.1134/S0005117911050067
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. B. Goryainov, “Identification of a spatial autoregression by rank methods”, Avtomat. i Telemekh., 2011, no. 5, 82–95; Autom. Remote Control, 72:5 (2011), 975–988
Citation in format AMSBIB
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\paper Identification of a~spatial autoregression by rank methods
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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