Local robustness of sign tests in AR(1) against outliers
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Publication:2437991
DOI10.3103/S1066530711010017zbMATH Open1282.62189MaRDI QIDQ2437991FDOQ2437991
Authors: M. V. Boldin 
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
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Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (8)
- The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
- Residual empirical processes and qualitatively robust GM-tests in autoregression
- Robustness of GM-tests in autoregression against outliers
- Robust Sign Test for the Unit Root Hypothesis of Autoregression
- On the power of Pearson's test under local alternatives in autoregression with outliers
- Robustness of sign tests for testing hypotheses about order of autoregression
- Tests based on simplicial depth for AR(1) models with explosion
- Robustness of sign tests in autoregression
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