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Empirical kalman-Credibility - MaRDI portal

Empirical kalman-Credibility (Q4699070)

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scientific article; zbMATH DE number 756445
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English
Empirical kalman-Credibility
scientific article; zbMATH DE number 756445

    Statements

    title
    Empirical kalman-Credibility (English)
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    author
    Erhard Kremer
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    publication date
    2 July 1995
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    zbMATH Keywords
    asymptotic optimality
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    dynamic linear model
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    Kalman-filter algorithm
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    empirical credibility estimator
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    Identifiers

    DOI
    10.1007/BF02808229
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    zbMATH DE Number
    756445
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    OpenAlex ID
    W47763497
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