autoregressive models self-normalization random fields
How to Cite
Zovė, R. (2021) “Some remarks on selfnormalization for a simple spatial autoregressive model”, Lietuvos matematikos rinkinys, 47(spec.), pp. 537–543. doi:10.15388/LMR.2007.24258.
Some remarks on selfnormalization for a simple spatial autoregressive model
Abstract
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.
