A likelihood ratio test for stationarity of rating transitions
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- Rafael Weißbach & Wladislaw Poniatowski & Walter Krämer, 2013. "Nearest neighbor hazard estimation with left-truncated duration data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 33-47, January.
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- Benjamin Strohner & Rafael Weißbach, 2016.
"Altersspezifische Querschnittsanalyse der Fertilität in Mecklenburg-Vorpommern mit dem EM-Algorithmus
[Age-Specific Cross-Sectional Analysis of the Fertility in Mecklenburg-West Pomerania with the ," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(4), pages 269-288, December.
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- Weißbach, Rafael & Mollenhauer, Thomas, 2011. "Modelling Rating Transitions," Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48698, Verein für Socialpolitik / German Economic Association.
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KeywordsStationarity Multiple Markov process Counting process Likelihood ratio Multiple spells;
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