Application of residual empirical processes to robust linear hypotheses testing in autoregression

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DC Field	Value	Language
dc.contributor.author	Esaulov, D. M.	-
dc.date.accessioned	2013-11-15T08:07:50Z	-
dc.date.available	2013-11-15T08:07:50Z	-
dc.date.issued	2013	-
dc.identifier.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	ru
dc.identifier.uri	http://elib.bsu.by/handle/123456789/51953	-
dc.description.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.	ru
dc.language.iso	en	ru
dc.publisher	Minsk : Publ. center of BSU	ru
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика	ru
dc.title	Application of residual empirical processes to robust linear hypotheses testing in autoregression	ru
dc.type	Article	ru
Appears in Collections:	2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1

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