Modelling Rating Transitions
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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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- Alexander Kremer & Rafael Weißbach, 2013. "Consistent estimation for discretely observed Markov jump processes with an absorbing state," Statistical Papers, Springer, vol. 54(4), pages 993-1007, November.
More about this item
KeywordsRating; Metricality; Multiple Markov process; Counting process; Likelihood ratio;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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