Assessment of mortgage default risk via Bayesian state space models (Q386733)
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scientific article; zbMATH DE number 6237183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment of mortgage default risk via Bayesian state space models |
scientific article; zbMATH DE number 6237183 |
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Assessment of mortgage default risk via Bayesian state space models (English)
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10 December 2013
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Bayesian inference
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dynamic Poisson processes
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