Asymptotic properties of BMM-estimator in bidimensional autoregressive processes

Britos, Grisel Maribel et al · Elsevier Science · 2020

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Author / responsible party

Britos, Grisel Maribel et al

Publisher

Elsevier Science

Year

2020

ISSN

0378-3758

ISSN

0378-3758

Language

English

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In this work, we present the BMM 2D estimator, a robust estimator for the parameters of the bidimensional autoregressive model (AR-2D model). The new estimator is a two-dimensional extension of the BMM estimator for the parameters of the autoregressive models used in time series analysis. We demonstrate that the BMM 2D estimator is consistent and asymptotically normal, which provides a valuable tool to carry out inferential studies about the parameters of the AR-2D model. Also, we show the performance of the BMM 2D estimator compared with the least-squares estimator and illustrate it in the context of image restoration problems. Fil: Britos, Grisel Maribel. Comisión Nacional de Actividades Espaciales. Instituto de Altos Estudios Espaciales "Mario Gulich"; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba; Argentina Fil: Ojeda, Silvia M.. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Córdoba. Centro de Investigación y Estudios de Matemática. Universidad Nacional de Córdoba. Centro de Investigación y Estudios de Matemática; Argentina

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APA 7

Britos, G. M. E. A. (2020). Asymptotic properties of BMM-estimator in bidimensional autoregressive processes. http://hdl.handle.net/11336/145942

MLA

Britos, Grisel Maribel et al. "Asymptotic properties of BMM-estimator in bidimensional autoregressive processes." 2020. http://hdl.handle.net/11336/145942.

Chicago

Britos, Grisel Maribel et al. 2020. "Asymptotic properties of BMM-estimator in bidimensional autoregressive processes.". http://hdl.handle.net/11336/145942.

Harvard

Britos, G. M. E. A. 2020, Asymptotic properties of BMM-estimator in bidimensional autoregressive processes, Elsevier Science, available at: http://hdl.handle.net/11336/145942 [Accessed 8 Aug. 2026].

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Title: Asymptotic properties of BMM-estimator in bidimensional autoregressive processes

Author / contributors: Britos, Grisel Maribel et al

Publisher: Elsevier Science

Publication year: 2020

ISSN: 0378-3758

ISSN: 0378-3758

Language: English

Subjects

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AR-2D MODELS; ASYMPTOTIC NORMALITY; CONSISTENCY; IMAGE PROCESSING; ROBUST ESTIMATORS; https://purl.org/becyt/ford/1.1; https://purl.org/becyt/ford/1