A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651)
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scientific article; zbMATH DE number 844181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trimmed mean of location of an AR\((\infty)\) stationary process |
scientific article; zbMATH DE number 844181 |
Statements
A trimmed mean of location of an AR\((\infty)\) stationary process (English)
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6 June 1996
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outliers
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time series
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location
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stationary infinite order autoregressive process
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trimmed mean
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robust estimator
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weakly consistent estimator
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asymptotic variance
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0.8897172
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0.86948717
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0.84318453
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0.8383371
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0.83813494
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0.8352897
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0.8339339
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