Assessing Markov property in multistate transition models with applications to credit risk modeling (Q6574579)
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scientific article; zbMATH DE number 7883111
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| English | Assessing Markov property in multistate transition models with applications to credit risk modeling |
scientific article; zbMATH DE number 7883111 |
Statements
Assessing Markov property in multistate transition models with applications to credit risk modeling (English)
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18 July 2024
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Chapman-Kolmogorov equation
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Markov hypothesis test
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non-Markov processes
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risk management
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weak hypothesis
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