Geodesic
Robustness of sign tests in autoregression
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2012), pp. 40-43
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Robustness of sign tests in autoregression against outliers is studied. The local scheme of observations contamination by additive isolated outliers with the intensity $O(n^{-1/2})$, $n$ is the size of observations, is considered. 
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M. V. Boldin. Robustness of sign tests in autoregression. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2012), pp. 40-43. http://geodesic.mathdoc.fr/item/VMUMM_2012_3_a7/

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