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~person:"Hirschauer, Norbert"
~person:"Schmal, Friederike"
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EM algorithm
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non-Markovian process
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rating transitions
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Hirschauer, Norbert
Schmal, Friederike
Weißbach, Rafael
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Rosenow, Bernd
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Dette, Holger
10
Altrock, Frank
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Weissbach, Rafael
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von Lieres und Wilkau, Carsten
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Jahrbücher für Nationalökonomie und Statistik
1
Journal of risk management in financial institutions
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ECONIS (ZBW)
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Estimating the probability of a non-Markovian rating transition from partially unobserved histories
Weißbach, Rafael
;
Schmal, Friederike
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10012064759
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2
Kommentar zu „Die Interpretation des p-Wertes : grundsätzliche Missverständnisse“
Weißbach, Rafael
- In:
Jahrbücher für Nationalökonomie und Statistik
236
(
2016
)
5
,
pp. 577-580
Persistent link: https://www.econbiz.de/10011661956
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