Open AccessSome remarks on selfnormalization for a simple spatial autoregressive model
Author(s) -
Romas 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 , star model , simple (philosophy) , normalization (sociology) , econometrics , variance (accounting) , field (mathematics) , mathematics , autoregressive integrated moving average , computer science , mathematical economics , statistics , economics , time series , epistemology , philosophy , pure mathematics , sociology , accounting , anthropology
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.