Statistical inference for Markov chains with applications to credit risk (Q2228220): Difference between revisions

@@ Property / cites work @@
+Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
+Normal rank
@@ Property / cites work @@
+A Bayesian Model for Markov Chains via Jeffrey's Prior
+Normal rank
@@ Property / cites work @@
+Large Sample Simultaneous Confidence Intervals for the Multinomial Probabilities Based on Transformations of the Cell Frequencies
+Normal rank
@@ Property / cites work @@
+Statistical Methods in Markov Chains
@@ Property / cites work: Statistical Methods in Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Discretely Observed Markov Jump Processes
+Normal rank
@@ Property / cites work @@
+Fitting timeseries by continuous-time Markov chains: a quadratic programming approach
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust and consistent estimation of generators in credit risk
+Normal rank
@@ Property / cites work @@
+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5711199
@@ Property / cites work: Q5711199 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of elapsed times in continuous‐time Markov chains
+Normal rank
@@ Property / cites work @@
+Quick Simultaneous Confidence Intervals for Multinomial Proportions
+Normal rank
@@ Property / cites work @@
+Simultaneous confidence intervals for multinomial proportions.
+Normal rank
@@ Property / cites work @@
+On Simultaneous Confidence Intervals for Multinomial Proportions
+Normal rank
@@ Property / cites work @@
+A family of simultaneous confidence intervals for multinomial proportions
+Normal rank
@@ Property / cites work @@
+Multiple Comparisons
@@ Property / cites work: Multiple Comparisons / rank @@
+Normal rank
@@ Property / cites work @@
+Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
+Normal rank
@@ Property / cites work @@
+Q5726065
@@ Property / cites work: Q5726065 / rank @@
+Normal rank
@@ Property / cites work @@
+The Analysis of Panel Data Under a Markov Assumption
+Normal rank
@@ Property / cites work @@
+Asymptotic normality for discretely observed Markov jump processes with an absorbing state
+Normal rank
@@ Property / cites work @@
+Confidence regions for multinomial parameters
@@ Property / cites work: Confidence regions for multinomial parameters / rank @@
+Normal rank
@@ Property / cites work @@
+Q4365258
@@ Property / cites work: Q4365258 / rank @@
+Normal rank
@@ Property / cites work @@
+A representation for multinomial cumulative distribution functions
+Normal rank
@@ Property / cites work @@
+Properties of simultaneous confidence intervals for multinomial proportions
+Normal rank
@@ Property / cites work @@
+Generator estimation of Markov jump processes
@@ Property / cites work: Generator estimation of Markov jump processes / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chains
@@ Property / cites work: Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Direct Calculation of the Information Matrix via the EM Algorithm
+Normal rank
@@ Property / cites work @@
+Q4545990
@@ Property / cites work: Q4545990 / rank @@
+Normal rank
@@ Property / cites work @@
+An extended likelihood framework for modelling discretely observed credit rating transitions
+Normal rank
@@ Property / cites work @@
+Large Sample Simultaneous Confidence Intervals for Multinomial Proportions
+Normal rank
@@ Property / cites work @@
+Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions
+Normal rank
@@ Property / cites work @@
+Computing integrals involving the matrix exponential
+Normal rank
@@ Property / cites work @@
+Exponential Operators and Parameter Differentiation in Quantum Physics
+Normal rank
@@ Property / cites work @@
+A new confidence region for the multinomial distribution
+Normal rank