The multi-state latent factor intensity model for credit rating transitions (Q290969): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4164219 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical models based on counting processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and Forecasting Realized Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3286690 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo maximum likelihood estimation for non-Gaussian state space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760417 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple and efficient simulation smoother for state space time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectra of some self-exciting and mutually exciting point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The simulation smoother for time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999328 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood analysis of non-Gaussian measurement time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonidentifiability aspect of the problem of competing risks. / rank
 
Normal rank

Revision as of 02:14, 12 July 2024

scientific article
Language Label Description Also known as
English
The multi-state latent factor intensity model for credit rating transitions
scientific article

    Statements

    The multi-state latent factor intensity model for credit rating transitions (English)
    0 references
    0 references
    0 references
    0 references
    3 June 2016
    0 references
    unobserved components
    0 references
    credit cycles
    0 references
    duration model
    0 references
    generator matrix
    0 references
    Monte Carlo likelihood
    0 references
    0 references
    0 references

    Identifiers