Credibility theory, linear Bayesian estimation and Kalman filter
Year of publication: |
1981
|
---|---|
Authors: | Jong, Piet de ; Zehnwirth, Ben |
Publisher: |
[North Ryde] |
Subject: | Versicherung | Mathematik | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory |
Extent: | 22 S. 4° |
---|---|
Series: | Research paper ; Nr 239 |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 0-85837-471-4 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick, (2016)
-
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul, (2016)
-
A Bayesian analysis of weak identification in stock price decompositions
Balke, Nathan S., (2015)
- More ...
-
Claims reserving, state-space models and the Kalman filter
Jong, Piet de, (1982)
-
Calculations and diagnostics for link ratio techniques
Barnett, Glen, (1996)
-
Stochastic investment models : unit roots, cointegration, state space and Garch models for Australia
Sherris, Michael, (1996)
- More ...