A Bayesian analysis of a change in the parameters of autoregressive time series
A Slama, H Saggou - Communications in Statistics-Simulation and …, 2017 - Taylor & Francis
In this article, we consider a Bayesian analysis of a possible change in the parameters of
autoregressive time series of known order p, AR (p). An unconditional Bayesian test based …
autoregressive time series of known order p, AR (p). An unconditional Bayesian test based …
Bayesian inference in a multiple contaminated autoregressive model with trend
NA Mohammed, H Guerbyenne - Journal of Statistical Computation …, 2023 - Taylor & Francis
Two types of outliers that may occur in data are considered in this paper: additive outliers
(AO) and innovational outliers (IO). We have generalized the two types of contaminations AO …
(AO) and innovational outliers (IO). We have generalized the two types of contaminations AO …
A Bayesian analysis of a change in the mean of independent normal sequence with contaminated observation
In this paper, we consider a Bayesian analysis of a change in the mean of independent
gaussian samples in the presence of a single outlier. An unconditional Bayesian …
gaussian samples in the presence of a single outlier. An unconditional Bayesian …
Inférence dans un modèle autorégressif avec tendance et à contaminations multiples: Approche Bayésienne
N Ait Mohammed - 2023 - dspace.ummto.dz
Deux types de contaminations pouvant affecter des donnees d'observation sont considerees
dans cette these: les contaminants additifs (AO) et les contaminants innovants (IO). Nous …
dans cette these: les contaminants additifs (AO) et les contaminants innovants (IO). Nous …
A bayesian analysis of a change in the parameters of the first-order autoregressive model in the presence of single outlier
A Slama - 2017 International Conference on Mathematics and …, 2017 - ieeexplore.ieee.org
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 …
subject to one change in both the variance of the error terms and the autocorrelation …
On Testing Changes in Parameters of Contaminated AR (1) Model
A Slama - 2020 2nd International Conference on Mathematics …, 2020 - ieeexplore.ieee.org
On Testing Changes in Parameters of Contaminated AR(1) Model Page 1 2020 International
Conference on Mathematics and Information Technology, Adrar, Algeria, February 18-19, 2020 …
Conference on Mathematics and Information Technology, Adrar, Algeria, February 18-19, 2020 …