Robust analysis of default intensity
From MaRDI portal
Publication:1927110
DOI10.1016/j.csda.2011.03.007zbMath1254.91635OpenAlexW1963815279MaRDI QIDQ1927110
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.03.007
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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Uses Software
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