Robust and consistent estimation of generators in credit risk (Q4554476)
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scientific article; zbMATH DE number 6979507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust and consistent estimation of generators in credit risk |
scientific article; zbMATH DE number 6979507 |
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Robust and consistent estimation of generators in credit risk (English)
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14 November 2018
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likelihood inference
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credit risk
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transition probability matrices
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EM algorithm
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Markov chain Monte Carlo
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