Statistical modelling: application to the financial sector

DOI10.7151/DMPS.1132MaRDI QIDQ4648825zbMATH OpenOpenAlexFDO

Authors Cláudia Roçadas, Teresa A. Oliveira, João Tiago Mexia

Publication date 16 November 2012

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1132

zbMATH Keywords

isomorphismlikelihood ratio testsMarkov chainspopulations with periodic reclassification

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Open Markov chain scheme models
• Stable distributions for open populations subject to periodical reclassifications
• A model for open populations subject to periodical re-classifications
• On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
• Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior

Cited in

(3)

• scientific article; zbMATH DE number 2205591 (Why is no real title available?)
• Open Markov chain scheme models
• A model for open populations subject to periodical re-classifications

This page was built for publication: Statistical modelling: application to the financial sector

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4648825)