Risk models based on time series for count random variables (Q2276203)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk models based on time series for count random variables |
scientific article; zbMATH DE number 5934623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk models based on time series for count random variables |
scientific article; zbMATH DE number 5934623 |
Statements
Risk models based on time series for count random variables (English)
0 references
1 August 2011
0 references
discrete time risk model
0 references
dependence
0 references
Poisson MA(1) process
0 references
Poisson MA(q) process
0 references
Poisson AR(1) process
0 references
0 references
0.8880349397659302
0 references
0.8540813326835632
0 references
0.8529415130615234
0 references
0.839374303817749
0 references
0.8369271755218506
0 references