A likelihood ratio test for stationarity of rating transitions
Year of publication: |
2010
|
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Authors: | Weißbach, Rafael ; Walter, Ronja |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 155.2010, 2, p. 188-194
|
Subject: | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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