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因果型空间自回归过程估计量的偏差AI 解读

We study the asymptotic distribution of Yule-Walker and least squares estimators for twodimensional causal autoregressive processes observed on a rectangular part of a lattice. An explicit expression for the asymptotic bias of Yule-Walker estimators is obtained. It is shown that this bias disappears if we use the so-called unbiased sample autocovariance function or least squares estimators.

因果型空间自回归过程估计量的偏差AI 解读

We study the asymptotic distribution of Yule-Walker and least squares estimators for twodimensional causal autoregressive processes observed on a rectangular part of a lattice. An explicit expression for the asymptotic bias of Yule-Walker estimators is obtained. It is shown that this bias disappears if we use the so-called unbiased sample autocovariance function or least squares estimators.