Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory
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Publication:474257
zbMath1299.62080MaRDI QIDQ474257
Ling Dong, Jin-Guan Lin, Wanyi Chen, Ping Chen
Publication date: 24 November 2014
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)
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