Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (Q2212169)
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English | Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks |
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Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (English)
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19 November 2020
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ARFIMA\((0,d,0)\) specifications
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Poisson mixtures
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semiparametric analysis
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linear credibility
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spectral measure of stationary random effects
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