Pages that link to "Item:Q5430337"
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The following pages link to Modelling stylized features in default rates (Q5430337):
Displaying 5 items.
- Assessment of mortgage default risk via Bayesian state space models (Q386733) (← links)
- A fast algorithm for numerical solutions to Fortet's equation (Q939562) (← links)
- Bayesian analysis of proportions via a hidden Markov model (Q2684961) (← links)
- Default forecast with auxiliary information using a logarithmic transformation model (Q5064269) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)