... science, which involves the combining of statistical observations, may be formulated in the language of conventional statistical estimation. However, its unique concept of “collateral” information helped stimulate the development of empirical Bayesian techniques in statistics, and the actuarial literature...

... ARMA(p, q) processes with GARCH errors is studied. Forecasting of ARMA(p, q) processes with GARCH errors is also discussed in some detail. Design/methodology/approach Estimating‐function methodology was the principal method used for the research. The results were...