Article

Nonstandard estimation methods in one-dimensional and spatial first-order autoregression models

Ulug'bek XonqulovFergana State University, Department of Mathematics, UzbekistanToxirjon MirzayevTuran International University, Department of Mathematics, Uzbekistan

Gulf Journal of Mathematicsjournal2026

ABI

Abstract

The article proposes alternative parameter estimators for autoregression that differ from the least squares estimates. In unstable (critical) cases, where the characteristic equation's roots lie on the unit circle, least squares estimators generally exhibit a complex asymptotic distribution. In contrast, the proposed nonstandard estimators tend to have a simpler asymptotic distribution in most critical cases.

Topics

Statistical Methods and Inference Advanced Statistical Methods and Models Statistical Methods and Bayesian Inference

Identifiers

DOI: 10.56947/92zfcb18

Citations and references

Cited by 00 references

Metrics — AkademScholar · Coming soon