An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes

NOVA Math > NOVA Math > NOVA Math Publications > An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes

NOVA Math Publications

Statistics and Risk Management

Proceedings Paper
Esquivel,ML;Fernandes,JM;Guerreiro,GR
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM-2015)
International Conference on Numerical Analysis and Applied Mathematics (ICNAAM)
AIP Conference Proceedings
2016
1738

10.1063/1.4951970

An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes

Contacts

Links