Dynamic credibility with outliers and missing observations (Q1920974): Difference between revisions
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Property / author: Tomáš Cipra / rank | |||
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Latest revision as of 13:56, 24 May 2024
scientific article
Language | Label | Description | Also known as |
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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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