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  • Search: subject:"Local level models"
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Year of publication
Subject
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ARIMA 1 Bayes-Statistik 1 Bayesian inference 1 Dependence 1 Local level models 1 Risikomodell 1 Risk model 1 Seemingly unrelated time series equations 1 State space model 1 Theorie 1 Theory 1 Unobserved components 1 Zustandsraummodell 1 conjugate-prior 1 dynamic random effects 1 local-level models 1 posterior ratemaking 1 three-part model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Ahn, Jae Youn 1 Jeong, Himchan 1 Lu, Yang 1 Sbrana, Giacomo 1 Silvestrini, Andrea 1
Published in...
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Cliometrica, Journal of Historical Economics and Econometric History 1 Scandinavian actuarial journal 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A simple Bayesian state-space approach to the collective risk models
Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 509-529
Persistent link: https://www.econbiz.de/10014336618
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Cover Image
Measuring core inflation in Italy comparing aggregate vs. disaggregate price data.
Sbrana, Giacomo; Silvestrini, Andrea - In: Cliometrica, Journal of Historical Economics and … 5 (2011) 3, pp. 239-258
between the reduced form parameters of univariate and multivariate local level models in the context of contemporaneous and …
Persistent link: https://www.econbiz.de/10009293421
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