Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (Q5430352)

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scientific article; zbMATH DE number 5220046
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    Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
    scientific article; zbMATH DE number 5220046

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      Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (English)
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      16 December 2007
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      rating migration
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      Markov processes
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