An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037)
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scientific article; zbMATH DE number 7032862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended likelihood framework for modelling discretely observed credit rating transitions |
scientific article; zbMATH DE number 7032862 |
Statements
An extended likelihood framework for modelling discretely observed credit rating transitions (English)
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6 March 2019
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generator matrix
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Markov chain
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embedding problem
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simulated annealing
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genetic algorithm
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EM algorithm
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