On the estimation of partially observed continuous-time Markov chains

DOI10.1007/s00180-022-01273-wOpenAlexW4292409488MaRDI QIDQ6138151

Alan Riva Palacio, Ramsés H. Mena, Stephen G. Walker

Publication date: 5 September 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-022-01273-w

zbMATH Keywords

transition matrixBayesian estimationcredit risk scoring

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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