A hidden Markov model of credit quality (Q2654428)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A hidden Markov model of credit quality |
scientific article |
Statements
A hidden Markov model of credit quality (English)
0 references
19 January 2010
0 references
credit quality
0 references
filtering
0 references
hidden Markov models
0 references
EM algorithm
0 references