Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk

A. Monteiro, G.V. Smirnov, A. Lucas

Research output: Working paper / Preprint › Working paper › Professional

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Name	TI Discussion Paper
No.	06-024/2

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year = "2006",

language = "English",

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AU - Lucas, A.

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BT - Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk

PB - Tinbergen Instituut (TI)

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