Local robustness of sign tests in AR(1) against outliers
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Publication:2437991
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 1118880 (Why is no real title available?)
- scientific article; zbMATH DE number 1416392 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- A General Qualitative Definition of Robustness
- A robust asymptotic testing model
- Aligned rank tests for linear models with autocorrelated error terms
- Influence functionals for time series (with discussion)
- LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
- Linear serial rank tests for randomness against ARMA alternatives
- Minimum distance estimation in an additive effects outliers model
- On Sign Tests in ARMA Models with Possibly Infinite Error Variance
- On adaptive estimation in stationary ARMA processes
- On nonparametric sign procedures for autoregression models
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- Qualitative robustness for stochastic processes
- Qualitative robustness of rank tests
- Robustness of one- and two-sample rank tests against gross errors
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
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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