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- W2783991016 abstract "In the present paper, we consider a Bayesian analysis of a first order autoregressive process subject to one change in both the variance of the error terms and the autocorrelation coefficients at an unknown time point in the presence of additive outlier. From a numerical study using the Gibbs sampler algorithm, the impact of the presence of an outlier on the Bayesian significance test for detecting a change in the parameters of the autocorrelation coefficients of Ar(1) model is studied." @default.
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- W2783991016 date "2017-12-01" @default.
- W2783991016 modified "2023-09-26" @default.
- W2783991016 title "A Bayesian analysis of a change in the parameters of the first-order autoregressive model in the presence of single outlier" @default.
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