Statistical inference for Markov chains with applications to credit risk (Q2228220)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Markov chains with applications to credit risk |
scientific article |
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Statistical inference for Markov chains with applications to credit risk (English)
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17 February 2021
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transition matrix
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generator matrix
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bootstrap
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Jeffreys prior
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Metropolis-Hastings algorithm
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