Modeling rating transitions
type: Item
instance of: scholarly article
title: Modeling rating transitions
zbMATH Open document ID: 1296.60206
author: Rafael Weißbach
author: Thomas Mollenhauer
published in: Journal of the Korean Statistical Society
publication date: 2014-09-30T00:00:00Z
Mathematics Subject Classification ID: 60J28
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6350102
zbMATH Keywords: rating
zbMATH Keywords: metric
zbMATH Keywords: multiple Markov process
zbMATH Keywords: counting process
zbMATH Keywords: likelihood ratio
MaRDI profile type: Publication
full work available at URL: j.jkss.2011.05.001
OpenAlex ID: W2024675326
cites work: Maximum-Likelihood Estimation of Parameters Subject to Restraints
cites work: Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process
cites work: Q3292891
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cites work: 1 - α Equivariant Confidence Rules for Convex Alternatives are α/2-Level Tests-With Applications to the Multivariate Assessment of Bioequivalence
cites work: Central limit theorems for local martingales
cites work: A likelihood ratio test for stationarity of rating transitions
DOI: 10.1016/J.JKSS.2011.05.001
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description: scientific article; zbMATH DE number 6350102