scientific article; zbMATH DE number 472982

zbMath0782.62078MaRDI QIDQ4272848

N. J. Gordon, Adrian F. M. Smith

Publication date: 2 January 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outlierstime seriesheavy-tailed distributionslocationposterior momentsdynamic linear modelnon-normal errorsposterior modesnew recursive estimation procedureposterior modal consistencyredescending score functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Sequential estimation (62L12)

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Bayes multiple decision functions ⋮ Design of high-degree Student's \(t\)-based cubature filters

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