Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
Author:
Affiliation:
1. Faculdade de EconomiaUniversidade do Porto Porto Portugal
2. CIDMA Aveiro Portugal
3. Departamento de MatemáticaUniversidade de Aveiro Aveiro Portugal
4. Management SchoolThe University of Liverpool Liverpool UK
Funder
Fundação para a Ciência e a Tecnologia
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12439
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