RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479)
From MaRDI portal
scientific article; zbMATH DE number 7735467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATING TRANSITIONS FORECASTING: A FILTERING APPROACH |
scientific article; zbMATH DE number 7735467 |
Statements
RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (English)
0 references
8 September 2023
0 references
rating transitions
0 references
filtering
0 references
Markov chain
0 references
EM algorithms
0 references
economic cycle
0 references
0 references
0 references
0 references
0 references
