Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination

DOI10.1080/03610920801919668zbMath1143.62315OpenAlexW2110793508MaRDI QIDQ3526095

M. Ibazizen, Noura Ait Mohammed

Publication date: 24 September 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920801919668

zbMATH Keywords

outliersposterior distributionregression model

Mathematics Subject Classification ID

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

Cites Work

• A bayesian approach to prediction in the presence of spurious observations for several models
• Care and Handling of Univariate Outliers in the General Linear Model to Detect Spuriosity: A Bayesian Approach
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• A Bayesian approach to some outlier problems
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
• Methods of Measuring the Marginal Propensity to Consume

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