Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949)
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scientific article; zbMATH DE number 6224850
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| English | Consistent estimation for discretely observed Markov jump processes with an absorbing state |
scientific article; zbMATH DE number 6224850 |
Statements
Consistent estimation for discretely observed Markov jump processes with an absorbing state (English)
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11 November 2013
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multiple Markov jump process
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credit rating
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discrete observations
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EM
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parametric maximum likelihood
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0.8563254475593567
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0.8111265301704407
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0.8023459315299988
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0.7876687049865723
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0.7634114027023315
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