Statistical inference for Markov chains with applications to credit risk
Crossref DOI link: https://doi.org/10.1007/s00180-020-00978-0
Published Online: 2020-03-25
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Möstel, Linda
Pfeuffer, Marius
Fischer, Matthias
Funding for this research was provided by:
DZ Bank Foundation
Universitätsbund Erlangen-Nürnberg
Text and Data Mining valid from 2020-03-25
Version of Record valid from 2020-03-25
Article History
Received: 23 April 2018
Accepted: 10 March 2020
First Online: 25 March 2020