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EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK
Leijdekker, Vincent, Spreij, PeterVolume:
25
Language:
english
Journal:
Probability in the Engineering and Informational Sciences
DOI:
10.1017/S0269964811000076
Date:
July, 2011
File:
PDF, 335 KB
english, 2011