Isabel Pereira

affiliation not provided to SSRN

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Scholarly Papers (1)

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Bayesian Outlier Detection in Nonā€Gaussian Autoregressive Time Series

Journal of Time Series Analysis, Vol. 40, Issue 5, pp. 631-648, 2019
Number of pages: 18 Posted: 29 May 2020
Maria Eduarda Silva, Isabel Pereira and Brendan McCabe
Universidade do Porto - Departamento de Matematica Aplicada, affiliation not provided to SSRN and University of Liverpool - Management School (ULMS)
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Abstract:

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Convolution closed infinitely divisible models, additive outliers, Bayesian framework, MCMC, time series of counts, state space models