Pages that link to "Item:Q386733"
From MaRDI portal
The following pages link to Assessment of mortgage default risk via Bayesian state space models (Q386733):
Displaying 14 items.
- Identifying future defaulters: a hierarchical Bayesian method (Q299813) (← links)
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- Sequential Bayesian analysis of multivariate count data (Q1631552) (← links)
- Model selection for time series of count data (Q1662312) (← links)
- A Bayesian approach to modeling mortgage default and prepayment (Q1755411) (← links)
- Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default (Q2023954) (← links)
- Sequential modeling, monitoring, and forecasting of streaming web traffic data (Q2135354) (← links)
- Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules (Q2174177) (← links)
- Assessment of mortgage default risk via Bayesian reliability models (Q3103154) (← links)
- Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ (Q4620240) (← links)
- A family of multivariate non‐gaussian time series models (Q5135318) (← links)
- Monitoring foreclosure rates with a spatially risk-adjusted Bernoulli CUSUM chart for concurrent observations (Q5138536) (← links)
- (Q6073218) (← links)
- Kalman filtering and sequential Bayesian analysis (Q6602208) (← links)
