Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766)
From MaRDI portal
scientific article; zbMATH DE number 7431588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of hidden Markov chains governing dependent credit-rating migrations |
scientific article; zbMATH DE number 7431588 |
Statements
Identification of hidden Markov chains governing dependent credit-rating migrations (English)
0 references
22 November 2021
0 references
heuristics
0 references
Markov chain
0 references
maximum likelihood
0 references
mixture
0 references
multinomial distribution
0 references
