Work

Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma

Year: 2011

Type: preprint

Abstract: Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1107.1811

Authors: Fuquene, Jairo, Perez, Maria, Pericchi, Luis

Institutions: University of California, Santa Cruz, University of Puerto Rico System

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1645846201

Cites: 13

Cited by: 2

Related to: 10