Some remarks on selfnormalization for a simple spatial autoregressive model | Zendy

R. Zovė | Zendy

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Some remarks on selfnormalization for a simple spatial autoregressive model

Author(s) -

R. Zovė

Publication year - 2021

Publication title -

lietuvos matematikos rinkinys

Language(s) - English

Resource type - Journals

eISSN - 2335-898X

pISSN - 0132-2818

DOI - 10.15388/lmr.2007.24258

Subject(s) - autoregressive model , simple (philosophy) , normalization (sociology) , star model , econometrics , variance (accounting) , mathematics , mathematical economics , autoregressive integrated moving average , computer science , calculus (dental) , statistics , economics , epistemology , time series , philosophy , sociology , social science , orthodontics , accounting , medicine

In the paper I continue investigations on the self-normalization of simple autoregressive field Xt,s = aXt−1,s + bXt,s−1 + εt,s started in [5]. And extend previous results when the variance of the innovations of the process above are not finite.

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