Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Cited by
6 articles.
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1. The credibility premiums based on estimated moment-generating function;Communications in Statistics - Theory and Methods;2016-02-25
2. A note on GARCH model identification;Computers & Mathematics with Applications;2008-06
3. A Note on the Filtering for Some Time Series Models;Journal of Time Series Analysis;2004-05
4. Nonnormal Filtering via Estimating Functions;Advances on Theoretical and Methodological Aspects of Probability and Statistics;2003-04-24
5. A note on filtering for long memory processes;Mathematical and Computer Modelling;2001-11