Creditworthiness dynamics and Hidden Markov Models
Year of publication: |
2014
|
---|---|
Authors: | Quirini, L. ; Vannucci, L. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 323-330
|
Subject: | creditworthiness | Hidden Markov Models | simulation | statistical inference | Markov-Kette | Markov chain | Theorie | Theory | Simulation | Stochastischer Prozess | Stochastic process | Länderrisiko | Country risk | Induktive Statistik | Statistical inference |
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