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

MaRDI QIDQ474257zbMATHFDO

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)

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)

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(3)

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

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