Estimation in the Mixture of Markov Chains Moving with Different Speeds

Halina Frydman

24 Citations (Scopus)

Abstract

Bond ratings migration; EM algorithm; Mixtures of Markov Chains

Original language	English
Journal	Journal of American Statistical Association
Issue number	100(471)
Pages (from-to)	1046-1053
Publication status	Published - 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",

number = "100(471)",

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AU - Frydman, Halina

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AB - Bond ratings migration; EM algorithm; Mixtures of Markov Chains

M3 - Journal article

SP - 1046

EP - 1053

JO - Journal of American Statistical Association

JF - Journal of American Statistical Association

IS - 100(471)

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