Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51953| Title: | Application of residual empirical processes to robust linear hypotheses testing in autoregression |
| Authors: | Esaulov, D. M. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 153-156 |
| Abstract: | The paper deals with the property of asymptotic uniform linearity of residual empirical processes for AR(p) when observations contain outliers. We apply the result to construct robust GM–tests for linear hypotheses. The scheme of data contamination by additive single outliers with the intensity O(n−1/2), n is data level, is considered. |
| URI: | http://elib.bsu.by/handle/123456789/51953 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 153-156.pdf | 492,89 kB | Adobe PDF | View/Open |
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