A Bayesian simulation approach to inference on a multi-state latent factor intensity model (Q2892458)
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scientific article; zbMATH DE number 6047542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian simulation approach to inference on a multi-state latent factor intensity model |
scientific article; zbMATH DE number 6047542 |
Statements
18 June 2012
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auxiliary particle filter
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latent factor model
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non-linear non-Gaussian state space model
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transitions in credit ratings
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A Bayesian simulation approach to inference on a multi-state latent factor intensity model (English)
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