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

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scientific article; zbMATH DE number 7431588
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Identification of hidden Markov chains governing dependent credit-rating migrations
scientific article; zbMATH DE number 7431588

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    Identification of hidden Markov chains governing dependent credit-rating migrations (English)
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    22 November 2021
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    heuristics
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    Markov chain
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    maximum likelihood
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    mixture
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    multinomial distribution
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