Bayesian solvency analysis with autocorrelated observations
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Publication:3439748
DOI10.1002/asmb.626zbMath1127.62102OpenAlexW2102837216MaRDI QIDQ3439748
Luis E. Nieto-Barajas, Manuel Mendoza
Publication date: 29 May 2007
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.626
predictionautoregressive modeldynamic linear modellog-normal distributionautocorrelated observationssolvency analysis
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