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arXiv · 1107.1811

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

Jairo Fuquene·Maria Perez·Luis Pericchi
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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

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Jairo Fuquene, Maria Perez, Luis Pericchi. 2013-01-25. 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. https://arxiv.org/abs/1107.1811

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