Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (Q160231)

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Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
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    11
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    2
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    245-265
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    April 2001
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    26 November 2001
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    Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (English)
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    Markov chains
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    generator
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    transition matrix
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    credit rating
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