Reinforced urn processes for credit risk models (Q473338): Difference between revisions

@@ Property / cites work @@
+REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Q3707223
@@ Property / cites work: Q3707223 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4222737
@@ Property / cites work: Q4222737 / rank @@
+Normal rank
@@ Property / cites work @@
+Beta-product dependent Pitman-Yor processes for Bayesian inference
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q5434031
@@ Property / cites work: Q5434031 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian nonparametric estimator of a multivariate survival function
+Normal rank
@@ Property / cites work @@
+Extreme shock models: an alternative perspective
@@ Property / cites work: Extreme shock models: an alternative perspective / rank @@
+Normal rank
@@ Property / cites work @@
+A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING
+Normal rank
@@ Property / cites work @@
+Alarm systems and catastrophes from a diverse point of view
+Normal rank
@@ Property / cites work @@
+Q5328484
@@ Property / cites work: Q5328484 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3488953
@@ Property / cites work: Q3488953 / rank @@
+Normal rank
@@ Property / cites work @@
+De Finetti's theorem for Markov chains
@@ Property / cites work: De Finetti's theorem for Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+A characterization for mixtures of semi-Markov processes.
+Normal rank
@@ Property / cites work @@
+On mixtures of distributions of Markov chains.
@@ Property / cites work: On mixtures of distributions of Markov chains. / rank @@
+Normal rank
@@ Property / cites work @@
+Mixtures of products of Dirichlet processes for variable selection in survival analysis
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Stick-breaking autoregressive processes
@@ Property / cites work: Stick-breaking autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Bayesian Inference in Autoregressive Panel Data Models
+Normal rank
@@ Property / cites work @@
+Bayesian semiparametric stochastic volatility modeling
+Normal rank
@@ Property / cites work @@
+Q4122535
@@ Property / cites work: Q4122535 / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of Bayesian nonparametric estimates: I. Density estimates
+Normal rank
@@ Property / cites work @@
+Polya Urn Models
@@ Property / cites work: Polya Urn Models / rank @@
+Normal rank
@@ Property / cites work @@
+An Autoregressive Process for Beta Random Variables
+Normal rank
@@ Property / cites work @@
+An application of reinforced urn processes to determining maximum tolerated dose
+Normal rank
@@ Property / cites work @@
+Urn schemes and reinforced random walks.
@@ Property / cites work: Urn schemes and reinforced random walks. / rank @@
+Normal rank
@@ Property / cites work @@
+Reinforced random processes in continuous time.
@@ Property / cites work: Reinforced random processes in continuous time. / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian nonparametric approach to determining a maximum tolerated dose
+Normal rank
@@ Property / cites work @@
+Some bivariate beta distributions
@@ Property / cites work: Some bivariate beta distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A bivariate beta distribution.
@@ Property / cites work: A bivariate beta distribution. / rank @@
+Normal rank
@@ Property / cites work @@
+Phase transition in reinforced random walk and RWRE on trees
+Normal rank
@@ Property / cites work @@
+Autoregressive Mixture Models for Dynamic Spatial Poisson Processes: Application to Tracking Intensity of Violent Crime
+Normal rank
@@ Property / cites work @@
+Markov switching Dirichlet process mixture regression
+Normal rank
@@ Property / cites work @@
+The multivariate beta process and an extension of the Polya tree model
+Normal rank
@@ Property / cites work @@
+Beta-stacy processes and a generalization of the Pólya-Urn scheme
+Normal rank