An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models
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2014-05
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Fúquene, Jairo, María-Eglée Pérez and Luis R Pericchi (2014). An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models. Brazilian Journal of Probability and Statistics, 28(2). pp. 288–299. 10.1214/12-bjps207 Retrieved from https://hdl.handle.net/10161/19515.
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