It's easy to see similarities between Ai & the Title Character of the 2009 Film Coraline. They both have Blue Hair & often wear Yellow Rain Coats. The series & Coraline also share the Similar Tone of appearing Light Hearted, hiding an Uneasy & Horrific Center Conflict.
The Final Episode that concludes the Story was released as an Hour long OVA, Three Months after the series' initially Run.