Highly Robust Estimation of the Autocovariance Function

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Breakdown and groups (2005, methodology): “…and Ruppert (1992)), time series (Martin and Jong (1977), Papantoni-Kazakos (1984), Tatum and Hurvich (1993), Lucas (1997), Mendes (2000), Ma and Genton (2000)), radial data (He and Simpson (1992)) and more general situations as in Sakata and White (1995) and He and Simpson (1993), the latter…”
Robust Likelihood Methods Based on the Skew‐t and Related Distributions (2008, methodology): “They have been analyzed already by Künsch (1984) and Ma & Genton (2000) in the context of robust time series analysis.”
A robust approach for estimating change-points in the mean of an AR(1) process (2014, methodology): “More precisely, the approach of [26] would result in the following estimate of ρ :”
Comprehensive definitions of breakdown points for independent and dependent observations (2003, methodology): “Similar conclusions are valid for the sample autocovariance function, see Ma and Genton (2000).”