A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model

zbMath1417.62249MaRDI QIDQ2416725

Jitendra Kumar, Saurabh Kumar

Publication date: 24 May 2019

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1558664059

zbMATH Keywords

autoregressive modelprior distributionposterior odds ratio

Mathematics Subject Classification ID

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

This page was built for publication: A Bayesian approach for identification of additive outlier in \(\mathrm{AR}(\mathrm{p})\) model