Estimating rating transition probabilities with missing data (Q2493258)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating rating transition probabilities with missing data |
scientific article |
Statements
Estimating rating transition probabilities with missing data (English)
0 references
12 June 2006
0 references
continuous-time Markov chain
0 references
transition matrix
0 references
default probability
0 references