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

Abstract

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

in press Brazilian Journal of Probability and Statistics

Cited by in corpus (1)

• Heavy tailed priors: an alternative to non-informative priors in the estimation of proportions on small areas