Pages that link to "Item:Q2654428"
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The following pages link to A hidden Markov model of credit quality (Q2654428):
Displaying 14 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Modeling default data via an interactive hidden Markov model (Q846148) (← links)
- Efficient Bayesian estimation of the multivariate double chain Markov model (Q892425) (← links)
- EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729) (← links)
- Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid (Q2085135) (← links)
- Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014) (← links)
- Modelling Portfolio Defaults Using Hidden Markov Models with Covariates (Q3499433) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality (Q5424404) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
