On the Pearson's Chi-Square Test for Normality of Autoregression with Outliers

DOI10.1137/S0040585X97T989842zbMath1437.62328OpenAlexW3018586803MaRDI QIDQ5107659

Mikhaĭl Vasil'evich Boldin

Publication date: 28 April 2020

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t989842

zbMATH Keywords

outliersrobustnesslocal alternativesempirical distribution functionresidualsPearson chi-square testbad autoregression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Statistics of extreme values; tail inference (62G32)

Related Items (1)

On Symmetrized Chi-Square Tests in Autoregression with Outliers in Data

Cites Work

• Influence functionals for time series (with discussion)
• On the power of Pearson's test under local alternatives in autoregression with outliers
• On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests
• Unnamed Item

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