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On the estimation of partially observed continuous-time Markov chains - MaRDI portal

On the estimation of partially observed continuous-time Markov chains (Q6138151)

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scientific article; zbMATH DE number 7734162
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English
On the estimation of partially observed continuous-time Markov chains
scientific article; zbMATH DE number 7734162

    Statements

    title
    On the estimation of partially observed continuous-time Markov chains (English)
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    author
    Alan Riva Palacio
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    Ramsés H. Mena
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    Stephen G. Walker
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    publication date
    5 September 2023
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    zbMATH Keywords
    Bayesian estimation
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    transition matrix
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    credit risk scoring
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    Identifiers

    zbMATH DE Number
    7734162
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    OpenAlex ID
    W4292409488
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