Smoothed parameter estimation for a hidden Markov Model of credit quality

Simple item page
dc.contributor.authorKorolkiewicz, M.
dc.contributor.authorElliott, R.
dc.contributor.editorMamon, R.
dc.contributor.editorElliott, R.
dc.date.issued2007
dc.description.statementofresponsibilityMalgorzata W. Korolkiewicz and Robert J. Elliot
dc.description.urihttp://www.springer.com/business/operations+research/book/978-0-387-71081-5
dc.identifier.citationHidden Markov Models in Finance, 2007 / Mamon, R., Elliott, R. (ed./s), pp.69-90
dc.identifier.isbn9780387710815
dc.identifier.urihttp://hdl.handle.net/2440/45955
dc.language.isoen
dc.publisherSpringer
dc.publisher.placeNew York, USA
dc.relation.ispartofseriesInternational Series in Operations Research & Management Science ; 104
dc.titleSmoothed parameter estimation for a hidden Markov Model of credit quality
dc.typeBook chapter
pubs.publication-statusPublished

Files

Collections

Mathematical Sciences publications