Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2017.1342841
+Normal rank
@@ Property / OpenAlex ID @@
+W2730957248
@@ Property / OpenAlex ID: W2730957248 / rank @@
+Normal rank
@@ Property / cites work @@
+Identifiability of parameters in latent structure models with many observed variables
+Normal rank
@@ Property / cites work @@
+Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence
+Normal rank
@@ Property / cites work @@
+A hidden Markov model of credit quality
@@ Property / cites work: A hidden Markov model of credit quality / rank @@
+Normal rank
@@ Property / cites work @@
+A coupled Markov chain approach to credit risk modeling
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5860766