@misc{10481/73052,
year = {2006},
month = {3},
url = {http://hdl.handle.net/10481/73052},
abstract = {The 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.},
publisher = {Springer},
keywords = {Doubly Stochastic Poisson Process},
keywords = {Point Estimation},
keywords = {Functional Principal Component},
keywords = {Mortgages},
title = {On the structure of the stochastic process of mortgages in Spain},
doi = {https://doi.org/10.1007/s00180-006-0252-0},
author = {Rodríguez Bouzas, Paula and Aguilera Del Pino, Ana María and Valderrama Bonnet, Mariano José and Ruiz-Fuentes, Nuria},
}