Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (Q5430352): Difference between revisions
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| Property / cites work: A Markov chain model of working life tables / rank | |||
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| Property / cites work: An Introduction to Credit Risk Modeling / rank | |||
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| Property / cites work: Statistical models based on counting processes / rank | |||
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| Property / cites work: Nonparametric estimation of partial transition probabilities in multiple decrement models / rank | |||
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Latest revision as of 14:13, 27 June 2024
scientific article; zbMATH DE number 5220046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk |
scientific article; zbMATH DE number 5220046 |
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Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (English)
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16 December 2007
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rating migration
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Markov processes
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