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On the structure of the stochastic process of mortgages in Spain

dc.contributor.authorRodríguez Bouzas, Paula 
dc.contributor.authorAguilera Del Pino, Ana María 
dc.contributor.authorValderrama Bonnet, Mariano José 
dc.contributor.authorRuiz-Fuentes, Nuria
dc.date.accessioned2022-03-01T12:53:11Z
dc.date.available2022-03-01T12:53:11Z
dc.date.issued2006-03-01
dc.identifier.citationBouzas, P.R., Aguilera, A.M., Valderrama, M.J. et al. On the structure of the stochastic process of mortgages in Spain. Computational Statistics 21, 73–89 (2006). https://doi.org/10.1007/s00180-006-0252-0es_ES
dc.identifier.urihttp://hdl.handle.net/10481/73052
dc.description.abstractThe number of mortgages in Spain is a counting process that can be modelled as a doubly stochastic Poisson process (DSPP). A modelling method for the intensity of a DSPP is proposed. A first step consists on estimating discrete sample paths of it from observed ones of the DSPP, then a continuous modelling is derived by means of Functional Principal Component Analysis. The method is validated by a simulation. Finally, it is applied to the real process of the mortgages in Spain discussing the interpretation of the principal components and factors.es_ES
dc.language.isoenges_ES
dc.publisherSpringeres_ES
dc.rightsAtribución-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nd/3.0/es/*
dc.subjectDoubly Stochastic Poisson Processes_ES
dc.subjectPoint Estimationes_ES
dc.subjectFunctional Principal Componentes_ES
dc.subjectMortgageses_ES
dc.titleOn the structure of the stochastic process of mortgages in Spaines_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.rights.accessRightsinfo:eu-repo/semantics/embargoedAccesses_ES
dc.identifier.doihttps://doi.org/10.1007/s00180-006-0252-0
dc.type.hasVersioninfo:eu-repo/semantics/submittedVersiones_ES


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