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

出版年份 2014 全文链接

标题

作者

关键词

出版物

Volume 28, Issue 2, Pages 288-299

出版商

Institute of Mathematical Statistics

发表日期

2014-04-04

DOI

10.1214/12-bjps207

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