scientific article; zbMATH DE number 1024381
From MaRDI portal
Publication:4342445
zbMath0873.62064MaRDI QIDQ4342445
Yuri N. Tyurin, G. I. Simonova, Mikhaĭl Vasil'evich Boldin
Publication date: 19 June 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time serieslinear modelsautoregressive modelsresidualsfactor modelsrelative asymptotic efficiencysign rules
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (15)
Sign tests for long-memory time series ⋮ TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL ⋮ On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests ⋮ On the Pearson's Chi-Square Test for Normality of Autoregression with Outliers ⋮ On testing the symmetry of innovation distribution in autoregression schemes ⋮ Robust Sign Test for the Unit Root Hypothesis of Autoregression ⋮ Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form ⋮ Finite-sample exact tests for linear regressions with bounded dependent variables ⋮ On the power of Pearson's test under local alternatives in autoregression with outliers ⋮ Strong convergence rate of robust estimator of change point ⋮ Robust construction of regression models based on the generalized least absolute deviations method ⋮ On sign-based regression quantiles ⋮ Problems of robust estimation in statistical models of daily traffic flow in the main channels of computer networks ⋮ Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors ⋮ The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
This page was built for publication:
