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

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