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

@@ Property / Mathematics Subject Classification ID @@
+E15
@@ Property / Mathematics Subject Classification ID: 62E15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6329296
@@ Property / zbMATH DE Number: 6329296 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian inference
@@ Property / zbMATH Keywords: Bayesian inference / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust priors
@@ Property / zbMATH Keywords: robust priors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+scaled beta 2 distribution
@@ Property / zbMATH Keywords: scaled beta 2 distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Student \(t\) distribution
@@ Property / zbMATH Keywords: Student \(t\) distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic linear models
@@ Property / zbMATH Keywords: dynamic linear models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change point detection
@@ Property / zbMATH Keywords: change point detection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inverted-gamma distribution
@@ Property / zbMATH Keywords: inverted-gamma distribution / rank @@
+Normal rank

Revision as of 15:47, 29 June 2023