JOURNAL ARTICLE
Credibility for regression models with autoregressive error terms
Year: 2005 Journal: Blätter der DGVFM Vol: 27 (1)Pages: 71-79 Publisher: Springer Nature
Keywords:
Credibility Autoregressive model Regression Econometrics Regression analysis Statistics STAR model Estimation Mathematics Computer science Autoregressive integrated moving average Time series Economics
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Citation History
Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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