Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2015, Number 5, Pages 37–41 (Mi vmumm265)  
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The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers

G. N. Chmutin

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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Abstract: An AR(1) model is considered in the scheme of data contamination by independent additive outliers. It is proved that the sign estimation of the parameter of the model is uniformly consistent with respect to the distribution of outliers.
Key words: autoregression, sign estimation, uniform consistency.
Received: 13.06.2013
English version:
Moscow University Mathematics Bulletin, 2015, Volume 70, Issue 5, Pages 216–219
DOI: https://doi.org/10.3103/S0027132215050058
Bibliographic databases:
Document Type: Article
UDC: 519.234.2
Language: Russian
Citation: G. N. Chmutin, “The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 5, 37–41; Moscow University Mathematics Bulletin, 70:5 (2015), 216–219
Citation in format AMSBIB
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