Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2012, Number 3, Pages 40–43 (Mi vmumm495)  
This article is cited in 1 scientific paper (total in 1 paper)

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Robustness of sign tests in autoregression

M. V. Boldin

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (240 kB) Citations (1)
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Abstract: Robustness of sign tests in autoregression against outliers is studied. The local scheme of observations contamination by additive isolated outliers with the intensity $O(n^{-1/2})$, $n$ is the size of observations, is considered.
Key words: hypotheses testing, autoregression, sign tests, outliers, robustness.
Received: 19.05.2010
English version:
Moscow University Mathematics Bulletin, 2012, Volume 67, Issue 3, Pages 112–115
DOI: https://doi.org/10.3103/S0027132212030059
Bibliographic databases:
Document Type: Article
UDC: 519.24
Language: Russian
Citation: M. V. Boldin, “Robustness of sign tests in autoregression”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 3, 40–43; Moscow University Mathematics Bulletin, 67:3 (2012), 112–115
Citation in format AMSBIB
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\paper Robustness of sign tests in autoregression
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2012
\issue 3
\pages 40--43
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3026841}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2012
\vol 67
\issue 3
\pages 112--115
\crossref{https://doi.org/10.3103/S0027132212030059}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84864804005}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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