Empirical kalman-Credibility (Q4699070)
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scientific article; zbMATH DE number 756445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical kalman-Credibility |
scientific article; zbMATH DE number 756445 |
Statements
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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