Abraham, Bovas; Box, George E. P. Bayesian analysis of some outlier problems in time series. (English) Zbl 0407.62063 Biometrika 66, 229-236 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 27 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F15 Bayesian inference Keywords:Autoregressive Model; Time Series; Bayesian Analysis; Aberrant Innovation; Posterior Distribution; Outlier PDF BibTeX XML Cite \textit{B. Abraham} and \textit{G. E. P. Box}, Biometrika 66, 229--236 (1979; Zbl 0407.62063) Full Text: DOI