On testing the symmetry of innovation distribution in autoregression schemes

DOI10.3103/S0027132223050029MaRDI QIDQ6155008zbMATH OpenOpenAlexFDO

Authors M. V. Boldin, A. R. Shabakaeva

Publication date 16 February 2024

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s0027132223050029

zbMATH Keywords

autoregressionempirical distribution functionestimatorslocal alternativesomega-square testoutliersPearson's Chi-square testresidualsrobustness

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

• Estimation of the Distribution of Noise in an Autoregression Scheme
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• On Testing the Symmetry of Distributions
• On the asymptotic power of tests of fit under local alternatives in autoregression
• On the power of Pearson's test under local alternatives in autoregression with outliers

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