Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
From MaRDI portal
Publication:5430352
DOI10.1002/asmb.667zbMath1164.62033MaRDI QIDQ5430352
Rafael Weißbach, Dette, Holger
Publication date: 16 December 2007
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.667
62G10: Nonparametric hypothesis testing
62P05: Applications of statistics to actuarial sciences and financial mathematics
62N01: Censored data models
62M02: Markov processes: hypothesis testing
Related Items
Cites Work