The following pages link to Modeling rating transitions (Q743774):
Displaying 19 items.
- The multi-state latent factor intensity model for credit rating transitions (Q290969) (← links)
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- A mixture of beta-Dirichlet processes prior for Bayesian analysis of event history data (Q395871) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978) (← links)
- Tracking of transition rates in Markov processes (Q1187146) (← links)
- Nearest neighbor hazard estimation with left-truncated duration data (Q1633274) (← links)
- Determinants of transition in artificially discrete Markov chains using microdata (Q1668495) (← links)
- Modeling rating transitions with instantaneous default (Q1670151) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Random effects model for credit rating transitions (Q2384624) (← links)
- Maximum likelihood estimation for left-censored survival times in an additive hazard model (Q2448797) (← links)
- A likelihood ratio test for stationarity of rating transitions (Q2630206) (← links)
- A Bayesian simulation approach to inference on a multi-state latent factor intensity model (Q2892458) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk (Q5430352) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
- Left-truncated health insurance claims data: theoretical review and empirical application (Q6549696) (← links)
