Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (Q2212169)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks |
scientific article |
Statements
Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (English)
0 references
19 November 2020
0 references
ARFIMA\((0,d,0)\) specifications
0 references
Poisson mixtures
0 references
semiparametric analysis
0 references
linear credibility
0 references
spectral measure of stationary random effects
0 references
0 references