A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model (Q2416725)
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scientific article; zbMATH DE number 7058647
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| English | A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model |
scientific article; zbMATH DE number 7058647 |
Statements
A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model (English)
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24 May 2019
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autoregressive model
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posterior odds ratio
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prior distribution
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0.8493891954421997
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0.8091952204704285
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0.8091952204704285
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0.7940642833709717
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