ctmcd: an R package for estimating the parameters of a continuous-time Markov chain from discrete-time data
Marius Pfeuffer
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011901169