Trend and variance adaptive bayesian changepoint analysis and local outlier scoring
Haoxuan Wu, Toryn L. J. Schafer, and David S. Matteson
| Year of publication: |
2025
|
|---|---|
| Authors: | Wu, Haoxuan ; Schafer, Toryn L. J. ; Matteson, David S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 2, p. 286-297
|
| Subject: | Anomaly detection | Dynamic linear model | Stochastic volatility | Structural change | Trend filtering | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Statistische Methodenlehre | Statistical theory | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2362269 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534134