Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers (Q3128652)
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scientific article; zbMATH DE number 1001313
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| English | Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers |
scientific article; zbMATH DE number 1001313 |
Statements
18 September 1997
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additive outlier
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Laplace approximation
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AR(k) models
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posterior probabilities
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robust to outliers
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predictive distributions
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spectrum
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robust Bayes factors
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robust likelihood
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robust filtering
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Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers (English)
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0.8564050197601318
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