Bayesian inference in a multiple contaminated autoregressive model with trend

DOI10.1080/00949655.2023.2172171OpenAlexW4319443223MaRDI QIDQ6050729

Noura Ait Mohammed, Hafida Guerbyenne

Publication date: 19 September 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2023.2172171

zbMATH Keywords

Bayesian analysisautoregressive modelGibbs samplingoutliers detectionmultiple additive outliersmultiple innovational outliers

Mathematics Subject Classification ID

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

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