A Bayesian approach for identification of additive outlier in AR(p) model

MaRDI QIDQ2416725zbMATH OpenFDO

Authors Jitendra Kumar, Saurabh Kumar

Publication date 24 May 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1558664059

zbMATH Keywords

autoregressive modelposterior odds ratioprior distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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