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

dc.contributor.author	Fúquene, Jairo
dc.contributor.author	Pérez, María-Eglée
dc.contributor.author	Pericchi, Luis R
dc.date.accessioned	2019-11-21T18:40:53Z
dc.date.available	2019-11-21T18:40:53Z
dc.date.issued	2014-05
dc.date.updated	2019-11-21T18:40:51Z
dc.identifier.issn	0103-0752
dc.identifier.uri	https://hdl.handle.net/10161/19515
dc.language	en
dc.publisher	Institute of Mathematical Statistics
dc.relation.ispartof	Brazilian Journal of Probability and Statistics
dc.relation.isversionof	10.1214/12-bjps207
dc.title	An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models
dc.type	Journal article
pubs.begin-page	288
pubs.end-page	299
pubs.issue	2
pubs.organisational-group	Staff
pubs.organisational-group	Duke
pubs.organisational-group	Statistical Science
pubs.organisational-group	Trinity College of Arts & Sciences
pubs.publication-status	Published
pubs.volume	28

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