Identification of hidden Markov chains governing dependent credit-rating migrations

DV Boreiko, SY Kaniovski, YM Kaniovski… - … in Statistics-Theory …, 2019 - Taylor & Francis
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …
被引用次数：4 相关文章

Identification of hidden Markov chains governing dependent credit-rating migrations

DV Boreiko, SY Kaniovski… - … in Statistics: Theory …, 2019 - ingentaconnect.com
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …

Identification of hidden Markov chains governing dependent credit-rating migrations

DV Boreiko, SY Kaniovski, YM Kaniovski… - … in Statistics-Theory and …, 2019 - ideas.repec.org
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …

Identification of hidden Markov chains governing dependent credit-rating migrations

D Boreiko, SY Kaniovski, YM Kaniovski… - … in Statistics-Theory and …, 2019 - bia.unibz.it
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …

Identification of hidden Markov chains governing dependent credit-rating migrations

D Boreiko, SY Kaniovski… - … in Statistics-Theory …, 2019 - econpapers.repec.org
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …
[PDF] wifo.ac.at

[PDF][PDF] Identification of hidden Markov chains governing dependent credit-rating migrations

DV Boreiko, SY Kaniovski, YM Kaniovski, GC Pflug - serguei.kaniovski.wifo.ac.at
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …

Identification of hidden Markov chains governing dependent credit-rating migrations

D Boreiko, SY Kaniovski, YM Kaniovski… - … in Statistics-Theory and …, 2019 - bia.unibz.it
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …
[PDF] wifo.ac.at

[PDF][PDF] Identification of hidden Markov chains governing dependent credit-rating migrations

DV Boreiko, SY Kaniovski, YM Kaniovski, GC Pflug - serguei.kaniovski.wifo.ac.at
Three models of dependent credit-rating migrations are considered. Each of them entails a
coupling scheme and a discrete-time Markovian macroeconomic dynamics. Every credit …