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

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

Research output: Working paperProfessional

108 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 2006

Publication series

NameTI Discussion Paper
No.06-024/2

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