Trimmed mean and bounded influence estimators for the parameters of the ar(1) process

DOI10.1080/03610928508828981zbMath0574.62088OpenAlexW1966892522MaRDI QIDQ3692667

Tertius de Wet, P. J. de Jongh

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828981

zbMATH Keywords

robustnessquantilesautoregressionAR(1) processbounded influence trimmed meansoutlier generating modelsTrimmed mean type estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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