On Testing the Symmetry of Innovation Distribution in Autoregression Schemes

被引：0

作者：

M. V. Boldin

A. R. Shabakaeva

机构：

[1] Chair of Probability Theory,

[2] Faculty of Mechanics and Mathematics,undefined

[3] Lomonosov Moscow State University,undefined

来源：

Moscow University Mathematics Bulletin | 2023年 / 78卷

关键词：

autoregression; outliers; empirical distribution function; residuals; Pearson’s chi-square test; estimators; local alternatives; omega-square test; robustness;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：216 / 222

页数：6

共 50 条

[1] On Testing the Symmetry of Innovation Distribution in Autoregression Schemes
Boldin, M. V.
Shabakaeva, A. R.
MOSCOW UNIVERSITY MATHEMATICS BULLETIN, 2023, 78 (05) : 216 - 222
[2] Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Selk, Leonie
Neumeyer, Natalie
SCANDINAVIAN JOURNAL OF STATISTICS, 2013, 40 (04) : 770 - 788
[3] Estimating the innovation distribution in nonparametric autoregression
Mueller, Ursula U.
Schick, Anton
Wefelmeyer, Wolfgang
PROBABILITY THEORY AND RELATED FIELDS, 2009, 144 (1-2) : 53 - 77
[4] Estimating the innovation distribution in nonparametric autoregression
Ursula U. Müller
Anton Schick
Wolfgang Wefelmeyer
Probability Theory and Related Fields, 2009, 144 : 53 - 77
[5] TESTING SYMMETRY OF DISTRIBUTION
ORLOV, AI
TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1972, 17 (02): : 372 - &
[6] Testing symmetry of a NIG distribution
Chang, YP
Hung, MC
Liu, HM
Jan, JF
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2005, 34 (04) : 851 - 862
[7] TESTING FOR THRESHOLD AUTOREGRESSION
CHAN, KS
ANNALS OF STATISTICS, 1990, 18 (04): : 1886 - 1894
[8] Testing for nonlinear autoregression
Lobato, IN
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2003, 21 (01) : 164 - 173
[9] Testing for ellipsoidal symmetry of a multivariate distribution
Koltchinskii, V
Sakhanenko, L
HIGH DIMENSIONAL PROBABILITY II, 2000, 47 : 493 - 510
[10] Testing for spherical symmetry of a multivariate distribution
Koltchinskii, VI
Li, L
JOURNAL OF MULTIVARIATE ANALYSIS, 1998, 65 (02) : 228 - 244

← 1 2 3 4 5 →