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Regular version of the site

Article

Residual empirical processes and qualitatively robust GM-tests in autoregression

Moscow University Mathematics Bulletin. 2014. Vol. 69. No. 1. P. 29-32.
Boldin M., Esaulov D.

The local qualitative robustness of GM-tests against outliers in the autoregression model is studied in the paper. A local scheme of data contamination by independent outliers with the intensity O(n−1/2) is considered. The qualitative robustness in terms of power equicontinuity is obtained. The GM-tests asymptotically optimal in the maximin sense are constructed.