On the Power of Pearson’s Test under Local Alternatives in Autoregression with Outliers
Author:
Publisher
Allerton Press
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.3103/S1066530719010046.pdf
Reference4 articles.
1. M. V. Boldin and M. N. Petriev, “On the Empirical Distribution Function of Residuals in Autoregression with Outliers and Pearson’s Chi-Square Type Tests”, Math. Methods Statist. 27 (4), 1–17 (2018).
2. M. V. Boldin, G. I. Simonova, and Yu. N. Tyurin, Sign-Based Methods in Linear Statistical Models (Providence, RI, AMS, 1997).
3. P. J. Brockwell and R. A. Davis, Time Series: Theory and Methods (Springer-Verlag, New York, 1987).
4. B. D. Martin and V. J. Yohai, “Influence functionals for Time Series”, Ann. Statist. 14, 781–818 (1986).
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