Pages that link to "Item:Q4628037"

The following pages link to An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037):

Displaying 9 items.

• Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
• Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
• Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
• (Q3374073) (← links)
• (Q3607221) (← links)
• Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
• On the estimation of partially observed continuous-time Markov chains (Q6138151) (← links)
• Bayesian inference for discretely observed continuous time multi-state models (Q6628504) (← links)
• Estimation in a general mixture of Markov jump processes (Q6642538) (← links)