POISSON MODELS WITH DYNAMIC RANDOM EFFECTS AND NONNEGATIVE CREDIBILITIES PER PERIOD
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Publication:5119569
DOI10.1017/ASB.2020.4zbMath1447.91145OpenAlexW3006556420MaRDI QIDQ5119569
Publication date: 31 August 2020
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://www.cambridge.org/core/product/identifier/S0515036120000045/type/journal_article
ergodicitygeneralized method of momentsspectral measurecredibilitylinear filteringPerron-FrobeniusWold decompositionhereditarityprecision matricesLevinson-Durbin recursiongeneralized partial autocorrelation coefficientslimit credibility
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