First-order planar autoregressive model
This paper establishes the conditions for the existence of a stationary solution to the first-order autoregressive equation on a plane as well as properties of the stationary solution. The first-order autoregressive model on a plane is defined by the equation \[ {X_{i,j}}=a{X_{i-1,j}}+b{X_{i,j-1}...
| Autor principal: | |
|---|---|
| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
VTeX
2024-08-01
|
| Colecção: | Modern Stochastics: Theory and Applications |
| Assuntos: | |
| Acesso em linha: | https://www.vmsta.org/doi/10.15559/24-VMSTA263 |