Poisson models with dynamic random effects and nonnegative credibilities per period
Year of publication: |
2020
|
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Authors: | Pinquet, Jean |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 2, p. 585-618
|
Subject: | Credibility | linear filtering | precision matrices | Perron-Frobenius | generalized partial autocorrelation coefficients | Levinson-Durbin recursion | hereditarity | Wold decomposition | spectral measure | ergodicity | generalized method of moments | limit credibility | Glaubwürdigkeit | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis |
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