Lv M.-H.,Xian Aerotechnical Technology College |
Zhao P.,Xi'an University of Science and Technology
Fangzhi Gaoxiao Jichukexue Xuebao | Year: 2012
To find a approach to detect all of the influence points in one time in the model of AR-ARCH. Local influence analysis is a new method of the influential point identification in recent years. In this paper, the local influence tech is used to find the influence points in the model of AR-ARCH. The curvature formula of local influence was calculated which help us to detect all of the influence points in one time. In the end, a numerical example is given to illustrate the effectiveness of the conclusion. The results show the proposed method has a certain advantage in finding the influence points in the ARARCH.