On the estimation of partially observed continuous-time Markov chains (Q6138151)

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scientific article; zbMATH DE number 7734162
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On the estimation of partially observed continuous-time Markov chains
scientific article; zbMATH DE number 7734162

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    On the estimation of partially observed continuous-time Markov chains (English)
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    5 September 2023
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    Bayesian estimation
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    transition matrix
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    credit risk scoring
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