Modelling outliers and structural breaks in dynamic linear models with a   novel use of a heavy tailed prior for the variances: An alternative to the   Inverted Gamma
  Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma 
Jairo Fuquene and Maria Perez and Luis Pericchi
stat.ME