Assessment of mortgage default risk via Bayesian state space models (Q386733)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment of mortgage default risk via Bayesian state space models |
scientific article |
Statements
Assessment of mortgage default risk via Bayesian state space models (English)
0 references
10 December 2013
0 references
Bayesian inference
0 references
dynamic Poisson processes
0 references
