Assessment of mortgage default risk via Bayesian state space models (Q386733): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / zbMATH DE Number: 6237183 / rank | |||
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Bayesian inference | |||
| Property / zbMATH Keywords: Bayesian inference / rank | |||
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dynamic Poisson processes | |||
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Revision as of 13:03, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment of mortgage default risk via Bayesian state space models |
scientific article |
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Assessment of mortgage default risk via Bayesian state space models (English)
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10 December 2013
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Bayesian inference
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dynamic Poisson processes
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