Modeling default data via an interactive hidden Markov model
Year of publication: |
2009
|
---|---|
Authors: | Ching, Wai Ki ; Siu, Tak Kuen ; Li, Li-min ; Li, Tang ; Li, Wai Keung |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 34.2009, 1, p. 1-19
|
Subject: | Markov-Kette | Markov chain |
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