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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
Statement of
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
Appears in Collections:Aurora harvest 2
Mathematical Sciences publications

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