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Residual empirical processes and qualitatively robust GM-tests in autoregression
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2014), pp. 46-50 Cet article a éte moissonné depuis la source Math-Net.Ru

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The article deals with the local qualitative robustness of GM-tests against outliers in the autoregression model. We consider a local scheme of data contamination by independent outliers with the intensity $O(n^{-1/2}).$ The qualitative robustness in terms of power equicontinuity is obtained. The asymptotically optimal in maximin sense GM-tests are constructed. 
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     author = {M. V. Boldin and D. M. Esaulov},
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M. V. Boldin; D. M. Esaulov. Residual empirical processes and qualitatively robust GM-tests in autoregression. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2014), pp. 46-50. http://geodesic.mathdoc.fr/item/VMUMM_2014_1_a6/

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