Empirical kalman-Credibility (Q4699070): Difference between revisions

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Latest revision as of 09:59, 30 July 2024

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

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    Empirical kalman-Credibility (English)
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    2 July 1995
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    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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