Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766)
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scientific article; zbMATH DE number 7431588
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Identification of hidden Markov chains governing dependent credit-rating migrations |
scientific article; zbMATH DE number 7431588 |
Statements
Identification of hidden Markov chains governing dependent credit-rating migrations (English)
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22 November 2021
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heuristics
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Markov chain
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maximum likelihood
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mixture
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multinomial distribution
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0.8534644842147827
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0.8304499387741089
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0.8071998953819275
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0.7982687950134277
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