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Boldin, Mikhaĭl Vasil’evich

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Author ID: boldin.mikhail-vasilevich Recent zbMATH articles by "Boldin, Mikhaĭl Vasil’evich"
Published as: Boldin, M. V.; Boldin, Mikhaĭl Vasil’evich
Documents Indexed: 29 Publications since 1982, including 2 Books

Publications by Year

Citations contained in zbMATH Open

20 Publications have been cited 128 times in 79 Documents Cited by Year
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
42
1982
On residual empirical distribution functions in ARCH models with applications to testing and estimation. Zbl 0921.62063
Boldin, M. V.
10
1998
Sign-based methods in linear statistical models. Zbl 0873.62064
Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.
10
1997
On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation. Zbl 1006.62076
Boldin, M. V.
9
2000
On testing hypotheses in the sliding average scheme by the Kolmogorov- Smirnov and \(\omega ^ 2\) tests. Zbl 0731.62138
Boldin, M. V.
8
1989
Sign-based methods in linear statistical models. (Znakovyj statisticheskij analiz linejnykh modelej.) Zbl 0884.62068
Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.
7
1997
The estimate of the distribution of noise in autoregressive schemes. Zbl 0499.62083
Boldin, M. V.
7
1982
Local robustness of sign tests in AR(1) against outliers. Zbl 1282.62189
Boldin, M. V.
6
2011
On sequential residual empirical processes in the ARCH model. Zbl 1112.62332
Boldin, M. V.
4
2002
On sign tests in ARMA models with possibly infinite error variance. Zbl 1090.62091
Boldin, M. V.; Stute, W.
4
2005
On median estimates and tests in autoregressive models. Zbl 0824.62039
Boldin, M. V.
4
1994
On nonparametric sign procedures for autoregression models. Zbl 0822.62032
Boldin, M. V.; Tyurin, Yu. N.
4
1994
On the empirical distribution function of residuals in autoregression with outliers and Pearson’s chi-square type tests. Zbl 1418.62302
Boldin, M. V.; Petriev, M. N.
4
2018
Testing hypotheses in autoregression schemes by the Kolmogorov and \(\omega^ 2\) criteria. Zbl 0547.62057
Boldin, M. V.
3
1983
On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity. Zbl 0893.62084
Boldin, M. V.
1
1996
On nonparametric sign tests in multiparameter autoregression. Zbl 0840.62045
Boldin, M. V.
1
1995
On nonparametric sign estimators in multiparameter autoregression. Zbl 0859.62076
Boldin, M. V.
1
1996
Sign tests in the simplest auto-regression with coefficient from \(\mathbb{R}^1\). Zbl 0934.62042
Boldin, M. V.
1
1997
On the power of Pearson’s test under local alternatives in autoregression with outliers. Zbl 1418.62189
Boldin, M. V.
1
2019
Robustness of sign tests for testing hypotheses about order of autoregression. Zbl 1281.62189
Boldin, M. V.
1
2013
On the power of Pearson’s test under local alternatives in autoregression with outliers. Zbl 1418.62189
Boldin, M. V.
1
2019
On the empirical distribution function of residuals in autoregression with outliers and Pearson’s chi-square type tests. Zbl 1418.62302
Boldin, M. V.; Petriev, M. N.
4
2018
Robustness of sign tests for testing hypotheses about order of autoregression. Zbl 1281.62189
Boldin, M. V.
1
2013
Local robustness of sign tests in AR(1) against outliers. Zbl 1282.62189
Boldin, M. V.
6
2011
On sign tests in ARMA models with possibly infinite error variance. Zbl 1090.62091
Boldin, M. V.; Stute, W.
4
2005
On sequential residual empirical processes in the ARCH model. Zbl 1112.62332
Boldin, M. V.
4
2002
On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation. Zbl 1006.62076
Boldin, M. V.
9
2000
On residual empirical distribution functions in ARCH models with applications to testing and estimation. Zbl 0921.62063
Boldin, M. V.
10
1998
Sign-based methods in linear statistical models. Zbl 0873.62064
Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.
10
1997
Sign-based methods in linear statistical models. (Znakovyj statisticheskij analiz linejnykh modelej.) Zbl 0884.62068
Boldin, M. V.; Simonova, G. I.; Tyurin, Yu. N.
7
1997
Sign tests in the simplest auto-regression with coefficient from \(\mathbb{R}^1\). Zbl 0934.62042
Boldin, M. V.
1
1997
On the least absolute deviation estimator in a nonstationary autoregression and testing for stationarity. Zbl 0893.62084
Boldin, M. V.
1
1996
On nonparametric sign estimators in multiparameter autoregression. Zbl 0859.62076
Boldin, M. V.
1
1996
On nonparametric sign tests in multiparameter autoregression. Zbl 0840.62045
Boldin, M. V.
1
1995
On median estimates and tests in autoregressive models. Zbl 0824.62039
Boldin, M. V.
4
1994
On nonparametric sign procedures for autoregression models. Zbl 0822.62032
Boldin, M. V.; Tyurin, Yu. N.
4
1994
On testing hypotheses in the sliding average scheme by the Kolmogorov- Smirnov and \(\omega ^ 2\) tests. Zbl 0731.62138
Boldin, M. V.
8
1989
Testing hypotheses in autoregression schemes by the Kolmogorov and \(\omega^ 2\) criteria. Zbl 0547.62057
Boldin, M. V.
3
1983
Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085
Boldin, M. V.
42
1982
The estimate of the distribution of noise in autoregressive schemes. Zbl 0499.62083
Boldin, M. V.
7
1982
all top 5

Cited by 85 Authors

10 Boldin, Mikhaĭl Vasil’evich
7 Schick, Anton
7 Wefelmeyer, Wolfgang
6 Lee, Sangyeol
5 Cheng, Fuxia
5 Koul, Hira Lal
4 Horváth, Lajos
4 Müller, Ursula U.
3 Akritas, Michael G.
3 Erlikh, I. G.
3 Esaulov, D. M.
3 Na, Seongryong
3 Neumeyer, Natalie
2 Dufour, Jean-Marie
2 Ling, Shiqing
2 Yu, Hao
2 Zitikis, Ričardas
1 Albers, Willem
1 Allal, Jelloul
1 Bachmann, Dirk
1 Berkes, István
1 Botvinkin, E. A.
1 Burgos, Jaime
1 Cao, Ricardo
1 Chandler, Gabe
1 Chmutin, G. N.
1 Coudin, Elise
1 Delgado, Miguel Ángel
1 Dette, Holger
1 Fitzpatrick, Ben G.
1 Goryainova, E. R.
1 Grønneberg, Steffen
1 Gründer, Bernhard
1 Holcblat, Benjamin
1 Jin, Hao
1 Kaaouachi, A.
1 Kawczak, Janusz
1 Khmaladze, Estate V.
1 Kokoszka, Piotr S.
1 Koshkin, Gennady M.
1 Kreiss, Jens-Peter
1 Kulperger, Reg J.
1 Kustosz, Christoph P.
1 Laib, Naâmane
1 Lemdani, Mohamed
1 Leucht, Anne
1 Li, Dong
1 Moreno, Marta Susana
1 Mukherjee, Kanchan
1 Müller, Christine H.
1 Ould-Saïd, Elias
1 Pan, Li
1 Park, Hyeonah
1 Petriev, M. N.
1 Politis, Dimitris Nicolas
1 Polonik, Wolfgang
1 Psaradakis, Zacharias
1 Qin, Ruibing
1 Robinson, Peter Michael
1 Romo, Juan J.
1 Selk, Leonie
1 Simonova, G. I.
1 Singh, Siddhartha
1 Sokolov, Lev Aleksandrovich
1 Stute, Winfried
1 Sun, Shuxia
1 Taamouti, Abderrahim
1 Taniai, Hiroyuki
1 Taniguchi, Masanobu
1 Tarassenko, P. F.
1 Tarima, Sergey S.
1 Terpstra, Jeffrey Todd
1 Teyssière, Gilles
1 Tian, Zheng
1 Tyrsin, Aleksandr Nikolaevich
1 Van Keilegom, Ingrid
1 Vasil’iev, Vyacheslav A.
1 Vávra, Marián
1 Velasco, Carlos I. Hoyos
1 Wei, Ching-Zong
1 Yin, Gang George
1 Yin, Kewen
1 Zhang, Xiaowei
1 Zhu, Xiaoqing
1 Zhuravlev, A. V.

Citations by Year