Linear trimmed means for the linear regression with AR(1) errors model

DOI10.1016/j.jspi.2010.05.015zbMath1205.62088MaRDI QIDQ989272

J. Martínez

Publication date: 19 August 2010

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.015

zbMATH Keywords

generalized least squares estimator; robust estimator; Gauss Markov theorem; linear trimmed mean

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods