A Bayesian significance test of change in the presence of a single outlier

DOI10.16929/AS/2014.685.62zbMath1309.62150OpenAlexW2114850117MaRDI QIDQ485980

Abdeldjalil Slama

Publication date: 14 January 2015

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

Full work available at URL: https://projecteuclid.org/euclid.as/1418310402

zbMATH Keywords

\(p\)-valueoutlierchange pointGaussian modelsHPD region sets

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30) Bayesian inference (62F15)

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Bayesian inference in a multiple contaminated autoregressive model with trend ⋮ A Bayesian analysis of a change in the parameters of autoregressive time series

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