On median estimates and tests in autoregressive models
type: Item
instance of: scholarly article
title: On median estimates and tests in autoregressive models
zbMATH Open document ID: 0824.62039
published in: Mathematical Methods of Statistics
publication date: 1995-11-12T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 774895
zbMATH Keywords: distribution free median tests
zbMATH Keywords: autoregression
zbMATH Keywords: locally most powerful test
zbMATH Keywords: invariance principle
zbMATH Keywords: stationary process
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: asymptotic power
zbMATH Keywords: nonstationary model
zbMATH Keywords: tests for stationarity
author: M. V. Boldin
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 774895