Regression estimation and prediction in continuous time

1998 ◽  
pp. 129-144
Author(s):  
D. Bosq
Keyword(s):  
Continuous Time ◽  
Regression Estimation ◽  
Estimation And Prediction

scholarly journals Regression Estimation and Prediction in Continuous Time

2008 ◽  
Vol 38 (1) ◽  
pp. 15-26 ◽  
Author(s):  
Delphine Blanke ◽  
Denis Bosq
Keyword(s):  
Continuous Time ◽  
Regression Estimation ◽  
Estimation And Prediction

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

Hierarchical Bayesian continuous time dynamic modeling.

2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle
Keyword(s):  
Dynamic Modeling ◽  
Continuous Time ◽  
Hierarchical Bayesian ◽  
Time Dynamic
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