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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English | 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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