Mobile ad hoc networks have recently been the topic of extensive research. The interest in such networks stems from their ability to provide temporary and instant wireless networking solutions in situations where cellular infrastructures are lacking and are expensive or infeasible to deploy. Despite their desirable characteristics, vital problems concerning their security must be solved in order to realize their full potential. Various security controls, such as the use of encryption and authentication techniques, have been proposed to help reduce the risks of intrusion. However since such risks cannot be completely eliminated there is a strong need for intrusion detection systems for ad hoc network security. Among intrusion detection techniques anomaly detection may prove to be more economic from the resources point of view, which is more suitable for the resource constrained ad hoc networks. Therefore, in this paper we present a survey on anomaly detection in ad hoc networks. In order to distinguish between the different approaches used for anomaly detection in ad hoc networks in a structured way, we have classified those methods into three categories: classifier based anomaly detection, finite state machine anomaly detection and the game approach anomaly detection. We describe each method in details and give examples for its applications in ad hoc networks.