Assessing Markov property in multistate transition models with applications to credit risk modeling
| Year of publication: |
2018
|
|---|---|
| Authors: | Yang, Hanyu ; Nair, Vijayan N. ; Chen, Jie ; Sudjianto, Agus |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2018, 3 (25.05.), p. 552-570
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2336 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272374