Generalized and pseudo-generalized trimmed means for the linear regression with AR(l) error model

Abstract

We propose a generalized and pseudo-generalized trimmed means for the linear regression with AR(1) errors model. These will play the role of robust-type generalized and pseudo-generalized estimators for this regression model. Their asymptotic distributions are developed. (C) 2003 Elsevier B.V. All rights reserved.