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Robust and consistent estimation of generators in credit risk - MaRDI portal

Robust and consistent estimation of generators in credit risk (Q4554476)

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scientific article; zbMATH DE number 6979507
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English
Robust and consistent estimation of generators in credit risk
scientific article; zbMATH DE number 6979507

    Statements

    title
    Robust and consistent estimation of generators in credit risk (English)
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    publication date
    14 November 2018
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    zbMATH Keywords
    likelihood inference
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    credit risk
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    transition probability matrices
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    EM algorithm
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    Markov chain Monte Carlo
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    cites work
    Q4272783
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    Q4793332
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    Q4865933
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    Q4779059
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    Markov Chains
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    Q3374073
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    Identifiers

    zbMATH DE Number
    6979507
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    OpenAlex ID
    W2591990536
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    arXiv ID
    1702.08867
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