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STS555 Patrice Bertail et al.
The robust estimator is simply the version of this mean only over the the Xi's
which do not belong to large blocks:

References
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release rate for modelling exposure to food contaminants. Mathematical
Bioscience and Engineering, vol 60, p. 5-35, 2008.
2. Bertail, P., Clemencon S. Regeneration-based statistics for Harris
recurrent Markov chains, Bernoulli vol. 187, p. 3?54, 2006.
3. H. Kunsch. Infinitesimal robustness for autoregressive processes. Ann.
Statist., 12, 843-863, 1984.
4. R.D. Martin and V.J. Yohai. Influence functionals for time series. Ann.
Stat.,14,781-818, 1986.
5. E. Nummelin. A splitting technique for Harris recurrent chains. Z.
Wahrsch. Verw. Gebiete, 43, 309-318, 1978.
6. H. Rieder. Robust asymptotic statistics. Springer verlag, N.Y. 1994.

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