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}...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
VTeX
2024-08-01
|
| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/24-VMSTA263 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|