Robust analysis of default intensity
type: Item
instance of: scholarly article
title: Robust analysis of default intensity
zbMATH Open document ID: 1254.91635
author: Tiziano Bellini
author: Marco Riani
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6119752
zbMATH Keywords: forward search
zbMATH Keywords: outlier
zbMATH Keywords: Kalman filter
zbMATH Keywords: term structure of default intensity
describes a project that uses: SsfPack
MaRDI profile type: Publication
full work available at URL: j.csda.2011.03.007
OpenAlex ID: W1963815279
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DOI: 10.1016/J.CSDA.2011.03.007
description: scientific article; zbMATH DE number 6119752