A Bayesian significance test of change in the presence of a single outlier

DOI10.16929/AS/2014.685.62MaRDI QIDQ485980zbMATH OpenOpenAlexFDO

Authors Abdeldjalil Slama

Publication date 14 January 2015

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1418310402

zbMATH Keywords

outlierchange point\(p\)-valueGaussian modelsHPD region sets

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30)

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