Adelaide Research & Scholarship
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https://hdl.handle.net/2440/94287
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| Type: | Journal article |
| Title: | A hidden Markov model of credit quality |
| Author: | Korolkiewicz, M. Elliott, R. |
| Citation: | Journal of Economic Dynamics and Control, 2008; 32(12):3807-3819 |
| Publisher: | Elsevier |
| Issue Date: | 2008 |
| ISSN: | 0165-1889 1879-1743 |
| Statement of Responsibility: | Małgorzata W. Korolkiewicz, Robert J. Elliott |
| Abstract: | Abstract not available |
| Keywords: | Credit quality; Filtering; Hidden Markov models; EM algorithm |
| Rights: | Copyright © 2008 Elsevier B.V. All rights reserved. |
| DOI: | 10.1016/j.jedc.2008.03.006 |
| Published version: | http://dx.doi.org/10.1016/j.jedc.2008.03.006 |
| Appears in Collections: | Aurora harvest 2 Mathematical Sciences publications |
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