Tests Based on Simplicial Depth for AR(1) Models With Explosion
Author:
Affiliation:
1. Fakultät Statistik, Technische Universität Dortmund; Dortmund Germany
2. Institut für Mathematische Stochastik; Technische Universität Braunschweig; Braunschweig Germany
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12186/fullpdf
Reference44 articles.
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3. Trimmed stable AR(1) processes;Bazarova;Stochastic Processes and their Applications,2014
4. Local robustness of sign tests in AR(1) against outliers;Boldin;Mathematical Methods of Statistics,2011
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