Pages that link to "Item:Q379949"
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The following pages link to Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949):
Displaying 6 items.
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Maximum likelihood estimation for left-censored survival times in an additive hazard model (Q2448797) (← links)
- Asymptotic normality for discretely observed Markov jump processes with an absorbing state (Q2453935) (← links)
- (Q4430904) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
