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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Bayesian inference
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robust priors
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scaled beta 2 distribution
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dynamic linear models
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change point detection
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Property / cites work: DATA AUGMENTATION AND DYNAMIC LINEAR MODELS / rank
 
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Latest revision as of 11:08, 30 July 2024

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An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
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    An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (English)
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    12 August 2014
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    Bayesian inference
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    robust priors
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    scaled beta 2 distribution
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    Student \(t\) distribution
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    dynamic linear models
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    change point detection
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    inverted-gamma distribution
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    Identifiers

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