Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
type: Item
instance of: scholarly article
title: Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
zbMATH Open document ID: 1331.60169
author: Guglielmo D'Amico
published in: Methodology and Computing in Applied Probability
publication date: 2016-01-14T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6530293
zbMATH Keywords: finite state Markov jump process
zbMATH Keywords: rate of occurrence of failures
zbMATH Keywords: plug-in estimator
zbMATH Keywords: credit ratings
MaRDI profile type: Publication
full work available at URL: s11009-015-9437-8
OpenAlex ID: W1997195462
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DOI: 10.1007/S11009-015-9437-8
description: scientific article; zbMATH DE number 6530293