摘要：Tests for shift detection in locally-stationary autoregressive time
series are constructed which resist contamination by a substantial amount of
outliers. Tests based on a comparison of local medians standardized by a
highly robust estimate of the variability show reliable performance in a broad
variety of situations if the thresholds are adjusted for possible autocorrelations.
关键词：Jumps, Outliers, Test Resistance, Time Series.
