Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523)

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scientific article; zbMATH DE number 7119457
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Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
scientific article; zbMATH DE number 7119457

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    Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (English)
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    18 October 2019
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    convolution closed infinitely divisible models
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    additive outliers
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    Bayesian framework
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    MCMC
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    time series of counts
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    state space models
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