Estimating the probability of a non-Markovian rating transition from partially unobserved histories
Rafael Weißbach and Friederike Schmal
| Year of publication: |
2019
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|---|---|
| Authors: | Weißbach, Rafael ; Schmal, Friederike |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 12.2018/2019, 3, p. 256-267
|
| Subject: | EM algorithm | PD | missing data | non-Markovian process | rating transitions |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012064759