Chen, Ping; Dong, Ling; Chen, Wanyi; Lin, Jin-Guan Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory. (English) Zbl 1299.62080 Math. Probl. Eng. 2013, Article ID 910828, 9 p. (2013). MSC: 62M10 62F35 62M07 PDFBibTeX XMLCite \textit{P. Chen} et al., Math. Probl. Eng. 2013, Article ID 910828, 9 p. (2013; Zbl 1299.62080)
Shi, Ai-Ju; Lin, Jin-Guan Tail dependence for regularly varying time series. (English) Zbl 1264.62074 Math. Probl. Eng. 2012, Article ID 280869, 14 p. (2012). MSC: 62M10 62G32 65C60 PDFBibTeX XMLCite \textit{A.-J. Shi} and \textit{J.-G. Lin}, Math. Probl. Eng. 2012, Article ID 280869, 14 p. (2012; Zbl 1264.62074) Full Text: DOI
Yang, Yang; Ma, Xin; Lin, Jin-Guan Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims. (English) Zbl 1235.91111 Math. Probl. Eng. 2011, Article ID 852852, 14 p. (2011). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{Y. Yang} et al., Math. Probl. Eng. 2011, Article ID 852852, 14 p. (2011; Zbl 1235.91111) Full Text: DOI
Chen, Ping; Li, Ling; Liu, Ye; Lin, Jin-Guan Detection of outliers and patches in bilinear time series models. (English) Zbl 1191.94062 Math. Probl. Eng. 2010, Article ID 580583, 10 p. (2010). MSC: 94A13 62M10 PDFBibTeX XMLCite \textit{P. Chen} et al., Math. Probl. Eng. 2010, Article ID 580583, 10 p. (2010; Zbl 1191.94062) Full Text: DOI EuDML