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Mathematical Problems in Engineering
Volume 2013 (2013), Article ID 910828, 9 pages
http://dx.doi.org/10.1155/2013/910828
Research Article

Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Theory

1Department of Mathematics, Southeast University, Nanjing, Jiangsu 210096, China
2School of Finance and Statistics, East China Normal University, Shanghai 200241, China
3Department of Industrial Engineering and Operations Research, Columbia University, New York, NY 10027, USA

Received 26 January 2013; Accepted 12 March 2013

Academic Editor: Ming Li

Copyright © 2013 Ping Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Ping Chen, Ling Dong, Wanyi Chen, and Jin-Guan Lin, “Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Theory,” Mathematical Problems in Engineering, vol. 2013, Article ID 910828, 9 pages, 2013. doi:10.1155/2013/910828