State space modeling of non-standard actuarial time series (Q1209476)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | State space modeling of non-standard actuarial time series |
scientific article |
Statements
State space modeling of non-standard actuarial time series (English)
0 references
16 May 1993
0 references
Gibbs sampling
0 references
non-Gaussian errors
0 references
nonlinear models
0 references
state-space model
0 references
multivariate time-series modeling
0 references
forecasting
0 references
smoothing
0 references
credibility theory
0 references
Kalman filter algorithm
0 references
Monte Carlo integration techniques
0 references
review
0 references
incorporation of covariates
0 references
direct modeling of non-stationary series without differencing
0 references
multivariate analysis
0 references
non-normal error assumptions
0 references
density estimation for future observations
0 references
