Pages that link to "Item:Q4628037"
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The following pages link to An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037):
Displaying 12 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)
- Evolutionary optimization of transition probability matrices for credit decision-making (Q1042511) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- The robustness of simulation-based Markovian transition probabilities for ultra-small samples of non-performing credit (Q2866402) (← links)
- (Q3374073) (← links)
- (Q3607221) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← 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)