Dynamic credibility with outliers and missing observations (Q1920974): Difference between revisions

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Latest revision as of 13:56, 24 May 2024

scientific article
Language Label Description Also known as
English
Dynamic credibility with outliers and missing observations
scientific article

    Statements

    Dynamic credibility with outliers and missing observations (English)
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    9 February 1997
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    robust Kalman filter
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    time series
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    risk
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    \(M\)-estimation
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    credibility models
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    outliers
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    missing observations
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    shrinkage
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    Identifiers