An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models

Published 2014 View Full Article

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Title
An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models
Authors
Keywords
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Journal
Brazilian Journal of Probability and Statistics
Volume 28, Issue 2, Pages 288-299
Publisher
Institute of Mathematical Statistics
Online
2014-04-04
DOI
10.1214/12-bjps207

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