Pages that link to "Item:Q4554476"
From MaRDI portal
The following pages link to Robust and consistent estimation of generators in credit risk (Q4554476):
Displaying 5 items.
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← 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)
- On the estimation of partially observed continuous-time Markov chains (Q6138151) (← links)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty (Q6592291) (← links)
