The following pages link to ctmcd (Q38356):
Displaying 5 items.
- (Q107105) (redirect page) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214) (← links)
