Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models |
scientific article |
Statements
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (English)
0 references
25 October 2006
0 references
double higher-order hidden Markov model
0 references
credit ratings
0 references
long range dependence
0 references
optimal hidden economic states
0 references
spot interest rates
0 references
0 references
0 references
