Modeling default data via an interactive hidden Markov model (Q846148)

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scientific article; zbMATH DE number 5665079
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Modeling default data via an interactive hidden Markov model
scientific article; zbMATH DE number 5665079

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    Modeling default data via an interactive hidden Markov model (English)
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    1 February 2010
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    default data
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    hidden Markov model (HMM)
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    interactive hidden Markov model (IHMM)
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    binomial expansion technique
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    feedback effect
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