Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers (Q3128652)

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Robust Bayesian Model Selection for Autoregressive Processes With Additive Outliers
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    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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