Artículo
Asymptotic properties of BMM-estimator in bidimensional autoregressive processes
Britos, Grisel Maribel
; Ojeda, Silvia M.; Rodriguez Astrain, Laura Antonella
; Bustos, Oscar Humberto
Fecha de publicación:
08/04/2020
Editorial:
Elsevier Science
Revista:
Journal Of Statistical Planning And Inference
ISSN:
0378-3758
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
In this work, we present the BMM 2D estimator, a robust estimator for the parameters of the bidimensional autoregressive model (AR-2D model). The new estimator is a two-dimensional extension of the BMM estimator for the parameters of the autoregressive models used in time series analysis. We demonstrate that the BMM 2D estimator is consistent and asymptotically normal, which provides a valuable tool to carry out inferential studies about the parameters of the AR-2D model. Also, we show the performance of the BMM 2D estimator compared with the least-squares estimator and illustrate it in the context of image restoration problems.
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Articulos(CCT - CORDOBA)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - CORDOBA
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - CORDOBA
Citación
Britos, Grisel Maribel; Ojeda, Silvia M.; Rodriguez Astrain, Laura Antonella; Bustos, Oscar Humberto; Asymptotic properties of BMM-estimator in bidimensional autoregressive processes; Elsevier Science; Journal Of Statistical Planning And Inference; 209; 8-4-2020; 208-228
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