A Robust Version of the Dynamic Linear Model with an Economic Application

DOI10.1007/978-1-4612-1306-2_20zbMath1281.62154OpenAlexW2188601706MaRDI QIDQ5747435

J. Miguel Marín

Publication date: 14 February 2014

Published in: Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1306-2_20

zbMATH Keywords

outliersexponential power dynamic linear model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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