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

DOI10.1137/s0040585x97t991623OpenAlexW4391612854WikidataQ128331839 ScholiaQ128331839MaRDI QIDQ6153525

Mikhaĭl Vasil'evich Boldin

Publication date: 14 February 2024

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t991623

zbMATH Keywords

outliersrobustnesslocal alternativesempirical distribution functionchi-square testresidualsautoregression

Mathematics Subject Classification ID

Statistics (62-XX) Quantum theory (81-XX)

Cites Work

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

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