On the structure of the stochastic process of mortgages in Spain Rodríguez Bouzas, Paula Aguilera Del Pino, Ana María Valderrama Bonnet, Mariano José Ruiz-Fuentes, Nuria Doubly Stochastic Poisson Process Point Estimation Functional Principal Component Mortgages 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. 2022-03-01T12:53:11Z 2022-03-01T12:53:11Z 2006-03-01 journal article Bouzas, 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/s00180-006-0252-0 http://hdl.handle.net/10481/73052 https://doi.org/10.1007/s00180-006-0252-0 eng http://creativecommons.org/licenses/by-nd/3.0/es/ embargoed access Atribución-SinDerivadas 3.0 España Springer