Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination

DOI10.1080/03610920801919668MaRDI QIDQ3526095zbMATH OpenOpenAlexFDO

Authors Noura Ait Mohammed, M. Ibazizen

Publication date 24 September 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920801919668

zbMATH Keywords

outliersposterior distributionregression model

Mathematics Subject Classification ID

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

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Cites work

• A bayesian approach to prediction in the presence of spurious observations for several models
• A Bayesian approach to some outlier problems
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
• Care and Handling of Univariate Outliers in the General Linear Model to Detect Spuriosity: A Bayesian Approach
• Methods of Measuring the Marginal Propensity to Consume

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(6)

• Bayesian estimation of parameters in regression models with spatially autocorrelated errors
• Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis
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• A Bayesian test for first-order autocorrelations in regression analysis
• Bayesian analysis of contaminated quarter plane moving average models

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