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Q5357887 - MaRDI portal

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scientific article; zbMATH DE number 6775531
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scientific article; zbMATH DE number 6775531

    Statements

    publication date
    18 September 2017
    0 references
    Mathematics Subject Classification ID
    60J10
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    62M10
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    62P05
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    zbMATH DE Number
    6775531
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    zbMATH Keywords
    Markov chains
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    open Markov chain models
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    second order processes
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    ARIMA
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    SARMA
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    credit risk
    0 references
     
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