1 citations · 1 across the 2 of their papers we have counts for
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On stochastic expansions of empirical distribution function of residuals in autoregression schemes
Michael Boldin
We consider a stationary linear AR() model with unknown mean. The autoregression parameters as well as the distribution function (d.f.) of innovations are unknown. The obser…
On Symmetrized Pearson's Type Test for Normality of Autoregression: Power under Local Alternatives
Michael Boldin
We consider a stationary linear AR() model with observations subject to gross errors (outliers). The autoregression parameters as well as the distribution function (d.f.) of…
On the Power of Symmetrized Pearson's Type Test under Local Alternatives in Autoregression with Outliers
Michael Boldin
We consider a stationary linear AR() model with observations subject to gross errors (outliers). The autoregression parameters are unknown as well as the distribution function $…
On Symmetrized Pearson's Type Test in Autoregression with Outliers: Robust Testing of Normality
Michael Boldin
We consider a stationary linear AR() model with observations subject to gross errors (outliers). The autoregression parameters are unknown as well as the distribution and moment…
Local Power of Tests of Fit for Normality of Autoregression
Michael Boldin
We consider a stationary model. The autoregression parameters are unknown as well as the distribution of innovations. Based on the residuals from the parameter estimates, a…