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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Property / author: Jairo A. Fúquene / rank | |||
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Property / author: Luís Raúl Pericchi / rank | |||
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Property / Mathematics Subject Classification ID: 62E15 / rank | |||
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Property / zbMATH DE Number: 6329296 / rank | |||
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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 | |||
Property / zbMATH Keywords: inverted-gamma distribution / rank | |||
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Property / Wikidata QID: Q58867926 / rank | |||
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Property / cites work: Q5558293 / rank | |||
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Property / cites work: Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper) / rank | |||
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Property / cites work: Dynamic Linear Models with R / rank | |||
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Property / cites work: Bayesian forecasting and dynamic models. / rank | |||
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Latest revision as of 11:08, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models |
scientific article |
Statements
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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