Recommendations
- Local robustness of sign tests in AR(1) against outliers
- Robustness of sign tests for testing hypotheses about order of autoregression
- Robustness of GM-tests in autoregression against outliers
- Robust Sign Test for the Unit Root Hypothesis of Autoregression
- Residual empirical processes and qualitatively robust GM-tests in autoregression
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?)
- A General Qualitative Definition of Robustness
- 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
- Local robustness of sign tests in AR(1) against outliers
- 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 of rank tests
- Time series analysis via rank order theory: Signed-rank tests for ARMA models
Cited in
(6)- Robustness of GM-tests in autoregression against outliers
- Rank-based testing for semiparametric VAR models: a measure transportation approach
- Robust Sign Test for the Unit Root Hypothesis of Autoregression
- Robustness of sign tests for testing hypotheses about order of autoregression
- scientific article; zbMATH DE number 3956214 (Why is no real title available?)
- Local robustness of sign tests in AR(1) against outliers
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