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.

Keywords

• autoregressive models
• self-normalization
• random fields