We derive a nonparametric test for discriminating between generalized autoregressive models. This test is a modiΓΏcation of the nonparametric tests proposed in Diebolt and Ngatchou Wandji (PrΓ epublications MathΓ ematiques de l'UniversitΓ e Paris-Nord, vol. 96-04) and Diebolt et al. (Scand. J. Statis
β¦ LIBER β¦
A class of autoregressive models for predicting the final claims amount
β Scribed by Erhard Kremer
- Book ID
- 107918818
- Publisher
- Elsevier Science
- Year
- 1984
- Tongue
- English
- Weight
- 511 KB
- Volume
- 3
- Category
- Article
- ISSN
- 0167-6687
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