{"entities":{"Q474257":{"pageid":476024,"ns":120,"title":"Item:Q474257","lastrevid":52142222,"modified":"2026-01-21T00:47:03Z","type":"item","id":"Q474257","labels":{"en":{"language":"en","value":"Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6372716"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$CFD7E989-E9F9-489D-AF33-80E39B5474BB","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f539d7a8a066c240f37606a61095494813d7a999","datavalue":{"value":{"text":"Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q474257$1907B066-08A2-41C9-A32D-9FCDBE5AC075","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4216f0a50225579ca3cda92b4d8092bc7b52db66","datavalue":{"value":"1299.62080","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q474257$B6BD242C-3B30-4796-9181-5BBB5F04F6FE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e2e54ddc78ed1e149b3690c18fa48fbb5e232ae8","datavalue":{"value":{"entity-type":"item","numeric-id":474255,"id":"Q474255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$129C402B-C5A7-4DA6-9C96-E8443D5CE689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9af032f2454f656cc3b35a4d592e66679947bdcf","datavalue":{"value":{"entity-type":"item","numeric-id":474256,"id":"Q474256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$E6BECBED-DC0D-493D-9988-EBA9898D764E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a559de217910eed119d0ef2fca315d1f8fedd315","datavalue":{"value":{"entity-type":"item","numeric-id":257639,"id":"Q257639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$702E8504-DE1A-46C6-BE2F-185F578114C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d675a18337c88a51183714836b2c4e3180811141","datavalue":{"value":{"entity-type":"item","numeric-id":316718,"id":"Q316718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$A4FAE2B5-1EF7-4DCA-9707-24D8E2BBDFDF","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3dc97bc0aff607b9c22ce37ffa18b6de85001d90","datavalue":{"value":{"entity-type":"item","numeric-id":86199,"id":"Q86199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$170E10A3-F7AA-4BB5-81CF-9481F31202C3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"baf80493586065a1490747a28bc7db754b9ba183","datavalue":{"value":{"time":"+2014-11-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q474257$7A4B5464-9B61-45B1-BCA2-A06D2A53B5E7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"7142f5b28cda1f4783d5b9c9aa8a720c3f6e4986","datavalue":{"value":"Summary: This paper proposes several test statistics to detect additive or innovative outliers in adaptive functional-coefficient autoregressive (AFAR) models based on extreme value theory and likelihood ratio tests. All the test statistics follow a tractable asymptotic Gumbel distribution. Also, we propose an asymptotic critical value on a fixed significance level and obtain an asymptotic \\(p\\)-value for testing, which is used to detect outliers in time series. Simulation studies indicate that the extreme value method for detecting outliers in AFAR models is effective both for AO and IO, for a lone outlier and multiple outliers, and for separate outliers and outlier patches. Furthermore, it is shown that our procedure can reduce possible effects of masking and swamping.","type":"string"},"datatype":"string"},"type":"statement","id":"Q474257$49D95C2C-F33D-4A9C-B82F-7D1D8B647E2A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q474257$E12E2778-ED69-4229-B9D9-2B5264FB4F01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a4dbf529fe501a8125be9da861e7c4a1450806a","datavalue":{"value":"62F35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q474257$598A643C-FF96-40CF-8E2A-88C8B13DAC6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9e04492a4bed62f0cea97035c9444308a89acd90","datavalue":{"value":"62M07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q474257$A0425DE8-4D83-4BCC-AB9D-5811FFC94DB8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d606bdc5a0a1ab096ae226c05e779e45f972ab68","datavalue":{"value":"6372716","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q474257$8FCFAB2B-C484-4751-AAE9-46DFD86304F9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q474257$C0191BA3-52B2-477B-AEC8-113BB7903B20","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"99ebd773b9cd0619e7402d9c83b3ba91ac5a5a63","datavalue":{"value":{"entity-type":"item","numeric-id":2483872,"id":"Q2483872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e099493a4d4ec28c21aad0cbc355e7a6bbf1fcd0","datavalue":{"value":{"amount":"+0.8462396264076233","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q474257$FD66E3B4-AE94-488B-98E1-9B094686C67E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"88c0bf2985815275184fedd40c049e1c526bd534","datavalue":{"value":{"entity-type":"item","numeric-id":2390715,"id":"Q2390715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d7d189a5b4f6a8ebfbdc6643b4b613db25dbd44","datavalue":{"value":{"amount":"+0.7922117710113525","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q474257$1A879938-22AE-43FC-845B-ACFDF17E4A9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2eb1f7bf43cc35cc3d61d4e437b9f9e9bf422d93","datavalue":{"value":{"entity-type":"item","numeric-id":3497078,"id":"Q3497078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9e5fa8abf1abe44095e6331787ec7a945c759c6","datavalue":{"value":{"amount":"+0.7884458899497986","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q474257$811B04E5-047E-4E11-809E-E1332DC50712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e73ac2a591237afddf0f77cecf4ed53ff6157809","datavalue":{"value":{"entity-type":"item","numeric-id":5237661,"id":"Q5237661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9fef93063df01771571d0e93d114b85033b65bbc","datavalue":{"value":{"amount":"+0.7860793471336365","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q474257$FA424E6E-264C-478D-AE10-C80EBA794BF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"720964c71e567e85438b2ac24ec80cdc5ccc316a","datavalue":{"value":{"entity-type":"item","numeric-id":911203,"id":"Q911203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1a9bc1785ced4c29949fff7321ca8f5e7d9aa06","datavalue":{"value":{"amount":"+0.7855957746505737","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q474257$31B76B0E-91A4-43C1-B566-BA42BD9DDBE4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:474257","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:474257"}}}}}