Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma
classification
📊 stat.ME
keywords
alternativebreaksdynamicgammaheavyinvertedlinearmodelling
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Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma
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