Pages that link to "Item:Q2654428"
From MaRDI portal
The following pages link to A hidden Markov model of credit quality (Q2654428):
Displaying 8 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Efficient Bayesian estimation of the multivariate double chain Markov model (Q892425) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
