Positivity properties of the ARFIMA\((0,d,0)\) specifications and credibility analysis of frequency risks (Q2212169)

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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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