M. V. Boldin scite author profile

Для ARMA модели с возможно бесконечной дисперсией стро ятся знаковые тесты для линейных гипотез относительно вектора неизвестных параметров. Исследуется асимптотическая мощность тестов. Ключевые слова и фразы: ARMA модель, бесконечная диспе рсия, знаковые и ранговые тесты, асимптотическая равномерная линейность. Московский государственный университет им. М.В. Ломоносова, механикоматематический факультет, кафедра теории вероятностей,

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M. V. Boldin

Sign-Based Methods in Linear Statistical Models

Estimation of the Distribution of Noise in an Autoregression Scheme

On Sign Tests in ARMA Models with Possibly Infinite Error Variance

Local robustness of sign tests in AR(1) against outliers

О Знаковых Тестах В ARMA Модели С Возможно Бесконечной Дисперсией Ошибок

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