Discrete-Time Risk Models Based on Time Series for Count Random Variables
نویسندگان
چکیده
منابع مشابه
Count Time Series Models
We review regression models for count time series. We discuss the approach which is based on generalized linear models and the class of integer autoregressive processes. The generalized linear models framework provides convenient tools for implementing model fitting and prediction using standard software. Furthermore, this approach provides a natural extension to the traditional ARMA methodolog...
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Approved: Thesis Supervisor Title and Department
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2010
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.40.1.2049221