Pages that link to "Item:Q3022103"

The following pages link to REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (Q3022103):

Displayed 7 items.

• Reinforced urn processes for credit risk models (Q473338) ‎ (← links)
• Joint and survivor annuity valuation with a bivariate reinforced urn process (Q2038234) ‎ (← links)
• An application of reinforced urn processes to determining maximum tolerated dose (Q2373664) ‎ (← links)
• Alarm systems and catastrophes from a diverse point of view (Q2513642) ‎ (← links)
• A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (Q3067161) ‎ (← links)
• The statistical properties of the threshold model and the feedback leadership condition (Q5037063) ‎ (← links)
• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) ‎ (← links)