On nonparametric sign procedures for autoregression models
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Publication:1894111
zbMath0822.62032MaRDI QIDQ1894111
Yuri N. Tyurin, Mikhaĭl Vasil'evich Boldin
Publication date: 18 October 1995
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
signsinfinite variancelocal alternativesstationary processasymptotic powerautoregression modelone-sided alternativeslocally optimal tests
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (4)
Sign tests for long-memory time series ⋮ Robustness of sign tests in autoregression ⋮ Local robustness of sign tests in AR(1) against outliers ⋮ The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
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