The following pages link to Modeling rating transitions (Q743774):
Displayed 6 items.
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- A mixture of beta-Dirichlet processes prior for Bayesian analysis of event history data (Q395871) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Nearest neighbor hazard estimation with left-truncated duration data (Q1633274) (← links)
- Maximum likelihood estimation for left-censored survival times in an additive hazard model (Q2448797) (← links)