Robust time series analysis via measurement error modeling

MaRDI QIDQ5325828zbMATH OpenFDO

Authors Qiong Wang, Leonard Stefanski, Marc G. Genton, Dennis D. Boos

Publication date 24 July 2009

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n321/j19n321.html

zbMATH Keywords

Bayesian inferenceerror contamination modelinfluence functionMCMCmeasurement errorrobustness

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)

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(8)

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Describes a project that uses

Uses Software

• robustbase

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