Robust analysis of default intensity (Q1927110)
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scientific article; zbMATH DE number 6119752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust analysis of default intensity |
scientific article; zbMATH DE number 6119752 |
Statements
Robust analysis of default intensity (English)
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30 December 2012
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forward search
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outlier
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Kalman filter
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term structure of default intensity
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