On the power of Pearson's test under local alternatives in autoregression with outliers

DOI10.3103/S1066530719010046zbMath1418.62189OpenAlexW2943190518MaRDI QIDQ2002090

Mikhaĭl Vasil'evich Boldin

Publication date: 11 July 2019

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530719010046

zbMATH Keywords

outliersrobustnesslocal alternativesempirical distribution functionresidualsautoregressionPearson's chi-square test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (2)

On the Pearson's Chi-Square Test for Normality of Autoregression with Outliers ⋮ On testing the symmetry of innovation distribution in autoregression schemes

Cites Work

• Time series: theory and methods
• Influence functionals for time series (with discussion)
• On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests
• Unnamed Item

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