An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210)
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scientific article; zbMATH DE number 6329296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models |
scientific article; zbMATH DE number 6329296 |
Statements
An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (English)
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12 August 2014
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Bayesian inference
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robust priors
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scaled beta 2 distribution
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Student \(t\) distribution
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dynamic linear models
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change point detection
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inverted-gamma distribution
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