Modeling default data via an interactive hidden Markov model (Q846148)
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scientific article; zbMATH DE number 5665079
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| English | Modeling default data via an interactive hidden Markov model |
scientific article; zbMATH DE number 5665079 |
Statements
Modeling default data via an interactive hidden Markov model (English)
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1 February 2010
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default data
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hidden Markov model (HMM)
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interactive hidden Markov model (IHMM)
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binomial expansion technique
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feedback effect
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0.9218664
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0.8832123
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0.8784449
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0.86789304
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0.86731505
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0.8648167
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0.8514694
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0.8257097
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