Identification of hidden Markov chains governing dependent...

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Communication in Statistics- Theory and Methods 2017 / 06

Identification of hidden Markov chains governing dependent credit-rating migrations

Boreiko, D.V., Kaniovski, S.Y., Kaniovski, Y.M., Pflug, G.Ch.
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Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2017.1342841
Date:
June, 2017
File:
PDF, 598 KB
english, 2017
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