Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523)
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scientific article; zbMATH DE number 7119457
Language | Label | Description | Also known as |
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English | Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series |
scientific article; zbMATH DE number 7119457 |
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Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (English)
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18 October 2019
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convolution closed infinitely divisible models
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additive outliers
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Bayesian framework
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MCMC
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time series of counts
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state space models
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