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scientific article

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    DOI
    10.2307/2290788
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    author
    Robert E. McCulloch
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    Ruey S. Tsay
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    publication date
    9 January 1994
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    zbMATH DE Number
    445093
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    zbMATH Keywords
    Gibbs sampler
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    outlier
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    probit model
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    random level-shift model
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    random variance-shift model
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    variance change
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