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// Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
// Archive
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.,
2015
Number 5,
Pages
37–41
(Mi vmumm265)
Short notes
The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
G. N. Chmutin
Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
An AR(1) model is considered in the scheme of data contamination by independent additive outliers. It is proved that the sign estimation of the parameter of the model is uniformly consistent with respect to the distribution of outliers.
Key words:
autoregression, sign estimation, uniform consistency.
UDC:
519.234.2
Received:
13.06.2013
Fulltext:
PDF file (301 kB)
References
English version:
Moscow University Mathematics Bulletin, Moscow University Måchanics Bulletin, 2015,
70
:5,
216–219
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024