Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014)
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scientific article; zbMATH DE number 5067005
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| English | Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models |
scientific article; zbMATH DE number 5067005 |
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Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (English)
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25 October 2006
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double higher-order hidden Markov model
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credit ratings
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long range dependence
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optimal hidden economic states
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spot interest rates
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