Heterogeneous INAR(1) model with application to car insurance
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 34 (2004)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/inca/505554
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Bolancé, Catalina, 2007. "Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model," Open Access publications from UniversitÃ© catholique de Louvain info:hdl:2078/16882, Université catholique de Louvain.
- Drost, F.C. & Akker, R. van den & Werker, B.J.M., 2009. "The asymptotic structure of nearly unstable non negative integer-valued AR(1) models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3106433, Tilburg University.
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