Pages that link to "Item:Q3375399"
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The following pages link to On a multivariate Markov chain model for credit risk measurement (Q3375399):
Displaying 15 items.
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- A higher-order interactive hidden Markov model and its applications (Q1642063) (← links)
- A new multivariate Markov chain model for adding a new categorical data sequence (Q1718556) (← links)
- The price leadership share: a new measure of price discovery in financial markets (Q2022925) (← links)
- New uniqueness conditions for the stationary probability matrix of transition probability tensors (Q2081685) (← links)
- Credit risk migration rates modeling as open systems: a micro-simulation approach (Q2205806) (← links)
- A new improved parsimonious multivariate Markov chain model (Q2375712) (← links)
- Higher-order multivariate Markov chains and their applications (Q2465317) (← links)
- Perfect simulation of steady-state Markov chain on mixed state space (Q5079882) (← links)
- A multivariate Markov chain stock model (Q5117673) (← links)
- On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models (Q5406931) (← links)
- Computation of the steady-state probability of Markov chain evolving on a mixed state space (Q6073728) (← links)
- Likelihood and decoding problems for mixed space hidden Markov model (Q6554567) (← links)
- The MFPIO iteration and the FPMPE method for multilinear PageRank computations (Q6593345) (← links)
