Modeling rating transitions with instantaneous default (Q1670151)
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scientific article; zbMATH DE number 6931997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling rating transitions with instantaneous default |
scientific article; zbMATH DE number 6931997 |
Statements
Modeling rating transitions with instantaneous default (English)
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5 September 2018
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rating
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Markov process
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maximum-likelihood
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asymptotic normality
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