Estimation in the continuous time mover-stayer model with an application to bond ratings migration (Q4676863)

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scientific article; zbMATH DE number 2169398
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Estimation in the continuous time mover-stayer model with an application to bond ratings migration
scientific article; zbMATH DE number 2169398

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    Estimation in the continuous time mover-stayer model with an application to bond ratings migration (English)
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    20 May 2005
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    Markov chain
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