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Communications in Statistics - Theory and Methods Volume 14, 1985 - Issue 6
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Original Articles

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

P.J. De Jongh Institute for Maritime Technology, P O Box 181, Simon's Town, 7995, South Africa
&
T. De Wet Institute for Maritime Technology, P O Box 181, Simon's Town, 7995, South Africa
Pages 1361-1375 | Published online: 05 Jul 2007

Citations (6)

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Read on this site (1)

P.J. De Jongh, T. de Wet & A.H. Welsh. (1988) Mallows-Type Bounded-Influence-Regression Trimmed Means. Journal of the American Statistical Association 83:403, pages 805-810.
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Articles from other publishers (5)

Yi-Hsuan Lai, Lin-An Chen & Chau-Shyun Tang. (2010) Linear trimmed means for the linear regression with AR(1) errors model. Journal of Statistical Planning and Inference 140:11, pages 3457-3467.
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Byoung Cheol Jung & Sang Moon Han. (2005) The Weight Function in the Bounded Influence Regression Quantile Estimator for the AR(1) Model with Additive Outliers. Communications for Statistical Applications and Methods 12:1, pages 169-179.
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Myung Hwan Na, Young Sook Son & Ji Hwan Cha. (2005) Recent Advances In Burn-in. Communications for Statistical Applications and Methods 12:1, pages 1-9.
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. (2005) L-Estimation for the Parameter of the AR(l) Model. Korean Journal of Applied Statistics 18:1, pages 43-56.
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G. Zioutas, L. Camarinopoulos & E. Bora Senta. (1997) Robust autoregressive estimates using quadratic programming. European Journal of Operational Research 101:3, pages 486-498.
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