Fried, Roland2008-11-262008-11-262008-11-26http://hdl.handle.net/2003/2585910.17877/DE290R-14255Tests 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.enJumpOutlierTest resistanceTime series004report