Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
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Publication:905225
DOI10.1007/s11009-015-9437-8zbMath1331.60169OpenAlexW1997195462MaRDI QIDQ905225
Publication date: 14 January 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-015-9437-8
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Related Items (3)
Conditional failure occurrence rates for semi-Markov chains ⋮ Markov chain model with catastrophe to determine mean time to default of credit risky assets ⋮ ROCOF of higher order for semi-Markov processes
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