An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210): Difference between revisions

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-Jairo A. Fúquene
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-Luís Raúl Pericchi
@@ Property / author: Luís Raúl Pericchi / rank @@
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@@ Property / author: Jairo A. Fúquene / rank @@
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@@ Property / author @@
+Luís Raúl Pericchi
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+Bayesian robustness modeling using regularly varying distributions
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+The horseshoe estimator for sparse signals
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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+Dynamic Linear Models with R
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+Generalized spherical and simplicial coordinates
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@@ Property / cites work: Q3683340 / rank @@
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+Bayesian forecasting and dynamic models.
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