Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225)
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scientific article; zbMATH DE number 6530293
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| English | Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings |
scientific article; zbMATH DE number 6530293 |
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Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (English)
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14 January 2016
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finite state Markov jump process
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rate of occurrence of failures
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plug-in estimator
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credit ratings
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0.8424112796783447
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0.8395390510559082
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0.7752280235290527
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