Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
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Publication:160231
DOI10.1111/1467-9965.00114zbMATH Open0987.60086OpenAlexW2148474709MaRDI QIDQ160231FDOQ160231
Authors: Robert B. Israel, Jeffrey S. Rosenthal, Jason Z. Wei 
Publication date: April 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00114
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