Alles van: André A. Monteiro
Resultaat 1 - 3 (van 3)
André A. Monteiro Parameter driven multi-state duration models
simulated vs. approximate maximum likelihood estimation
Non-fictie
Engels | 38 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
André A. Monteiro | Georgi V. Smirnov | André Lucas Non-parametric estimation for non-homogeneous semi-Markov processes
an application to credit risk
Non-fictie
Engels | 40 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2006
Gedrukt boek
Siem-Jan Koopman | André Lucas | André A. Monteiro The multi-state latent factor intensity model for credit rating transitions
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2005
Gedrukt boek