Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series

DOI10.1080/03610918.2018.1438618OpenAlexW2790785971MaRDI QIDQ5087498

Farideh Mohammadinia, Rahim Chinipardaz

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1438618

zbMATH Keywords

time seriesGibbs samplerBICBayesian methodsKalman smootheradditive outliers patch

Mathematics Subject Classification ID

Statistics (62-XX)

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