An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models

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Publication:398210

DOI10.1214/12-BJPS207zbMath1319.62031OpenAlexW2077814334WikidataQ58867926 ScholiaQ58867926MaRDI QIDQ398210

María-Eglée Pérez, Luís Raúl Pericchi, Jairo A. Fúquene

Publication date: 12 August 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1396615442




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