Outlier detection in the state space model

DOI10.1016/0167-7152(94)90030-2zbMath0800.62558OpenAlexW2036370882MaRDI QIDQ1332874

Ram C. Tiwari, Siddhartha Chib

Publication date: 5 September 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90030-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Bayes inference in the Tobit censored regression model, Bayesian approach to outlier detection in multivariate normal samples and linear models

Cites Work

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