"Statistical inference for Markov chains with applications to credit risk."

Linda Möstel, Marius Pfeuffer, Matthias Fischer (2020)

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DOI: 10.1007/S00180-020-00978-0

access: closed

type: Journal Article

metadata version: 2020-10-22

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Linda Möstel, Marius Pfeuffer, Matthias Fischer:
Statistical inference for Markov chains with applications to credit risk. Comput. Stat. 35(4): 1659-1684 (2020)

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