Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior

DOI10.1287/opre.33.6.1203zbMath0574.90053OpenAlexW2092240518MaRDI QIDQ3693251

Halina Frydman, Duen-Li Kao, J. G. Kallberg

Publication date: 1985

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.33.6.1203

zbMATH Keywords

mover-stayer modelcompatibility of discrete time stochastic processespayment behavior

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Operations research and management science (90B99)

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