Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/94287
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dc.contributor.authorKorolkiewicz, M.-
dc.contributor.authorElliott, R.-
dc.date.issued2008-
dc.identifier.citationJournal of Economic Dynamics and Control, 2008; 32(12):3807-3819-
dc.identifier.issn0165-1889-
dc.identifier.issn1879-1743-
dc.identifier.urihttp://hdl.handle.net/2440/94287-
dc.description.abstractAbstract not available-
dc.description.statementofresponsibilityMałgorzata W. Korolkiewicz, Robert J. Elliott-
dc.language.isoen-
dc.publisherElsevier-
dc.rightsCopyright © 2008 Elsevier B.V. All rights reserved.-
dc.source.urihttp://dx.doi.org/10.1016/j.jedc.2008.03.006-
dc.subjectCredit quality; Filtering; Hidden Markov models; EM algorithm-
dc.titleA hidden Markov model of credit quality-
dc.typeJournal article-
dc.identifier.doi10.1016/j.jedc.2008.03.006-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 2
Mathematical Sciences publications

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