The following pages link to Marius Pfeuffer (Q2228219):
Displaying 4 items.
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Connecting rating migration matrices and the business cycle by means of generalized regression models (Q4620155) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- Parameter estimation of Tukey-type distributions: A comparative analysis (Q5082585) (← links)