On testing the symmetry of innovation distribution in autoregression schemes

DOI10.3103/s0027132223050029OpenAlexW4389943125MaRDI QIDQ6155008

Mikhaĭl Vasil'evich 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

outliersrobustnesslocal alternativesempirical distribution functionresidualsautoregressionestimatorsomega-square testPearson's Chi-square test

Mathematics Subject Classification ID

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

Cites Work

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• On Testing the Symmetry of Distributions