A trimmed mean of location of an AR\((\infty)\) stationary process
type: Item
instance of: scholarly article
title: A trimmed mean of location of an AR\((\infty)\) stationary process
zbMATH Open document ID: 0838.62081
DOI: 10.1016/0378-3758(95)00014-Z
author: Sangyeol Lee
published in: Journal of Statistical Planning and Inference
publication date: 1996-06-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 844181
zbMATH Keywords: outliers
zbMATH Keywords: time series
zbMATH Keywords: location
zbMATH Keywords: stationary infinite order autoregressive process
zbMATH Keywords: trimmed mean
zbMATH Keywords: robust estimator
zbMATH Keywords: weakly consistent estimator
zbMATH Keywords: asymptotic variance
MaRDI profile type: Publication
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cites work: The asymptotic distribution of the trimmed mean
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full work available at URL: 0378-3758(95)00014-z
OpenAlex ID: W2010211489
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description: scientific article; zbMATH DE number 844181