Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
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Publication:5430352
DOI10.1002/asmb.667zbMath1164.62033OpenAlexW2098781054MaRDI QIDQ5430352
Rafael Weißbach, Dette, Holger
Publication date: 16 December 2007
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.667
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01) Markov processes: hypothesis testing (62M02)
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