Geodesic
Robustness of sign tests for testing hypotheses about order of autoregression
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 761-768

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Observations of autoregression are contaminated by additive isolated outliers with an unknown random distribution. Intensity of the outliers $\gamma_n$ is $\min(1,n^{-1/2}\gamma)$, where $\gamma \geqq 0$ is unknown, and $n$ is the data size. Robustness of sign tests for hypotheses about order of autoregression is considered. The result is formulated in terms of equicontinuity of limiting power with respect to $\gamma$ at $\gamma=0$.
Keywords: robustness against outliers; equicontinuity of power. 
@article{TVP_2012_57_4_a7,
     author = {M. V. Boldin},
     title = {Robustness of sign tests for testing hypotheses about order of autoregression},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {761--768},
     publisher = {mathdoc},
     volume = {57},
     number = {4},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a7/}
}
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M. V. Boldin. Robustness of sign tests for testing hypotheses about order of autoregression. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 761-768. http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a7/