ctmcd: an R package for estimating the parameters of a continuous-time Markov chain from discrete-time data
Year of publication: |
2017
|
---|---|
Authors: | Pfeuffer, Marius |
Published in: |
Essays on the measurement of credit risk. - Erlangen. - 2017, p. 28-49
|
Subject: | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | PC-Software | PC software | Theorie | Theory |
-
Nicht lineare latente Variablenmodelle
Wittenberg, Jörg H., (1998)
-
Introduction to the mathematics of operations research with Mathematica
Hastings, Kevin J., (2006)
-
Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P., (1985)
- More ...
-
Stress testing German industry sectors: Results from a vine copula based quantile regression
Fischer, Matthias, (2017)
-
Stress testing German industry sectors : results from a vine copula based quantile regression
Fischer, Matthias, (2017)
-
Expected loss over lifetime calculation: methodological concepts and challenges
Pfeuffer, Marius, (2017)
- More ...