10.6092/ISSN.1973-2201/895
Spelta, D.
D.
Spelta
Destagionalizzazione di serie attuariali mediante un modello Bayesiano
Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
2013
PDF Document
2013
Statistica; Vol 52, No 1 (1992)
In this paper we consider a Bayesian model of decomposition of time series proposed by Akaike. The computational cost of the algorithm has been reduced by Corradi and Scarani, who considered only the case of quarterly time series. Here the model has been made more flexible and the algorithm has been applied to time series of actuarial interest.
Statistica; Vol 52, No 1 (1992)