Robustness of sign tests in autoregression / M. V. Boldin. //Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2012. ? 3. P. 40-43 [Moscow Univ. Math. Bulletin. Vol. 67, N 3, 2012.].

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.

Key words: hypotheses testing, autoregression, sign tests, outliers, robustness.