A trimmed mean of location of an AR\((\infty)\) stationary process

DOI10.1016/0378-3758(95)00014-ZzbMath0838.62081OpenAlexW2010211489MaRDI QIDQ1907651

Sangyeol Lee

Publication date: 6 June 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00014-z

zbMATH Keywords

outlierstime seriesasymptotic variancetrimmed meanlocationrobust estimatorstationary infinite order autoregressive processweakly consistent estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Influence functionals for time series (with discussion)
• On deviations between empirical and quantile processes for mixing random variables
• The trimmed mean in the linear model
• The asymptotic distribution of the trimmed mean
• Trimmed Least Squares Estimation in the Linear Model
• On the Strong Mixing Property for Linear Sequences
• Robust Estimation of the First-Order Autoregressive Parameter
• Robust Statistics
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