A likelihood ratio test for stationarity of rating transitions (Q2630206)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A likelihood ratio test for stationarity of rating transitions
scientific article

    Statements

    A likelihood ratio test for stationarity of rating transitions (English)
    0 references
    0 references
    0 references
    25 July 2016
    0 references
    0 references
    stationarity
    0 references
    multiple Markov process
    0 references
    counting process
    0 references
    likelihood ratio
    0 references
    multiple spells
    0 references
    0 references