Robustness of the Sign Estimators in the 2D-Autoregression
Process of two-dimensional autoregression of order (1,1) is considered. An explicit expression for the influence functional of the sign estimation of the coefficients of the equation of autoregressive field is obtained. It is shown that the sign estimation is robust
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| Format: | Article |
| Language: | Russian |
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Academic Publishing House Researcher
2013-01-01
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| Series: | Evropejskij Issledovatelʹ |
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| Online Access: | http://www.erjournal.ru/pdf.html?n=1368983048.pdf |