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  • Search: subject:"extended Poisson"
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Year of publication
Subject
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Pearson residuals 2 Statistical distribution 2 Statistische Verteilung 2 extended Poisson distribution 2 signed thinning operator 2 simulation 2 time series 2 Estimation theory 1 Operational risk 1 Operationelles Risiko 1 Probability theory 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Wahrscheinlichkeitsrechnung 1 Zeitreihenanalyse 1 analytic approximation 1 discrete compound distribution 1 extended Poisson 1 extended binomial 1 quantile function 1 total aggregate loss 1
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Online availability
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Free 2 CC license 1 Undetermined 1
Type of publication
All
Article 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
All
English 3
Author
All
Bakouch, Hassan S. 2 Kachour, Maher 2 Mohammadi, Zohreh 2 Griffiths, Ross 1 Mnif, Walid 1
Published in...
All
Jahrbücher für Nationalökonomie und Statistik 1 Journal of Economics and Statistics 1 The journal of operational risk 1
Source
All
ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152
A new first-order integer-valued autoregressive process (INAR(1)) with extended Poisson innovations is introduced based …
Persistent link: https://www.econbiz.de/10014514104
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Cover Image
Various approximations of the total aggregate loss quantile function with application to operational risk
Griffiths, Ross; Mnif, Walid - In: The journal of operational risk 12 (2017) 2, pp. 23-46
Persistent link: https://www.econbiz.de/10011775504
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Cover Image
A new INAR(1) model for Z-valued time series using the relative binomial thinning operator
Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Journal of Economics and Statistics 243 (2023) 2, pp. 125-152
A new first-order integer-valued autoregressive process (INAR(1)) with extended Poisson innovations is introduced based …
Persistent link: https://www.econbiz.de/10015550052
Saved in:
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