Estimation in the Mixture of Markov Chains Moving with Different Speeds

Halina Frydman

24 Citationer (Scopus)

Abstract

Bond ratings migration; EM algorithm; Mixtures of Markov Chains

Originalsprog	Engelsk
Tidsskrift	Journal of American Statistical Association
Udgave nummer	100(471)
Sider (fra-til)	1046-1053
Status	Udgivet - 2005

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title = "Estimation in the Mixture of Markov Chains Moving with Different Speeds",

abstract = "Bond ratings migration; EM algorithm; Mixtures of Markov Chains",

author = "Halina Frydman",

year = "2005",

language = "English",

pages = "1046--1053",

journal = "Journal of American Statistical Association",

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EP - 1053

JO - Journal of American Statistical Association

JF - Journal of American Statistical Association

IS - 100(471)

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