Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory

zbMATH Open1299.62080MaRDI QIDQ474257FDOQ474257

Authors: Ling Dong, Wanyi Chen, Jinguan Lin, Ping Chen 

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Recommendations

• Outliers in functional autoregressive time series
• On outlier detection in multivariate time series
• scientific article
• Outlier detection in linear time series regression models
• A practical method for outlier detection in autoregressive time series modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)

Cited In (3)

• Outliers in functional autoregressive time series
• A lightweight data preprocessing strategy with fast contradiction analysis for incremental classifier learning
• Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests

This page was built for publication: Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q474257)