Pages that link to "Item:Q1182781"
From MaRDI portal
The following pages link to A bootstrap procedure for estimating the adjustment coefficients (Q1182781):
Displayed 4 items.
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
