Assessment of mortgage default risk via Bayesian state space models (Q386733): Difference between revisions

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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Bayes Factors
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+Default Estimation and Expert Information
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+Optimal stopping in software testing
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+Bayesian forecasting of prepayment rates for individual pools of mortgages
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+A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
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+Assessment of mortgage default risk via Bayesian reliability models
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+Modelling stylized features in default rates
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+Bayesian Vector Autoregressions with Stochastic Volatility
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