Estimation in the continuous time mover-stayer model with an application to bond ratings migration (Q4676863)
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scientific article; zbMATH DE number 2169398
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| English | Estimation in the continuous time mover-stayer model with an application to bond ratings migration |
scientific article; zbMATH DE number 2169398 |
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Estimation in the continuous time mover-stayer model with an application to bond ratings migration (English)
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20 May 2005
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Markov chain
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0.8672268390655518
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0.816228985786438
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0.8160713315010071
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0.8078511953353882
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