Modeling default data via an interactive hidden Markov model (Q846148)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling default data via an interactive hidden Markov model |
scientific article |
Statements
Modeling default data via an interactive hidden Markov model (English)
0 references
1 February 2010
0 references
default data
0 references
hidden Markov model (HMM)
0 references
interactive hidden Markov model (IHMM)
0 references
binomial expansion technique
0 references
feedback effect
0 references
0 references