Residual empirical processes and qualitatively robust GM-tests in autoregression / M. V. Boldin, D. M. Esaulov. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2014. № 1. P. 46-50 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 0].

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.

Key words: hypotheses testing, autoregression, GM-tests, robustness, outliers.