On the structure of the stochastic processes of mortgages in Spain

DOI10.1007/s00180-006-0252-0zbMath1113.91041OpenAlexW2033866135MaRDI QIDQ880894

Mariano J. Valderrama, Ana M. Aguilera, Nuria Ruiz-Fuentes, Paula R. Bouzas

Publication date: 29 May 2007

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-006-0252-0

zbMATH Keywords

confidence intervalfunctional principal componentPoisson process with varying intensity

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Mathematical geography and demography (91D20)

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Uses Software

• fda (R)

Cites Work

• Unnamed Item
• An introduction to the theory of point processes
• Functional data analysis
• Approximation of estimators in the PCA of a stochastic process using B-splines