Local robustness of sign tests in AR(1) against outliers
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Publication:2437991
DOI10.3103/S1066530711010017zbMath1282.62189MaRDI QIDQ2437991
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Robustness of sign tests in autoregression ⋮ Robustness of GM-tests in autoregression against outliers ⋮ Robust Sign Test for the Unit Root Hypothesis of Autoregression ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers ⋮ Residual empirical processes and qualitatively robust GM-tests in autoregression
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