Robust analysis of default intensity
Year of publication: |
2012
|
---|---|
Authors: | Bellini, Tiziano ; Riani, Marco |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 11, p. 3276-3285
|
Publisher: |
Elsevier |
Subject: | Forward search | Outlier | Kalman filter | Term structure of default intensity |
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