The Uniform Consistency of Sign Estimate for the Parameter of an AR(1)-model for Observations with Outliers / G. N. Chmutin. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2015. № 5. P. 37-40 [Moscow Univ. Mech. Bulletin. Vol. 72, N 2, 2017. P. 216-219].

An AR(1) model is considered in the scheme of data contamination by independent additive outliers. It is proved that the sign estimate of the parameter of the model is uniformly consistent with respect to the distribution of outliers.

Key words: autoregression, sign estimation, uniform consistency.