Robust analysis of default intensity (Q1927110): Difference between revisions

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+Editorial: Special issue on statistical and computational methods in finance
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+Robust diagnostic regression analysis
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+Martingale estimation functions for discretely observed diffusion processes
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+A Theory of the Term Structure of Interest Rates
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+Computational techniques for basic affine models of portfolio credit risk
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+Early warning systems for sovereign debt crises: The role of heterogeneity
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+Measuring Systematic Risk in EMU Government Yield Spreads *
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+Extensions of the Forward Search to Time Series
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+Fast calibrations of the forward search for testing multiple outliers in regression
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+Finding an Unknown Number of Multivariate Outliers
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+Least Median of Squares Regression
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+An equilibrium characterization of the term structure
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+Estimation for diffusion processes from discrete observation
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