Smoothed parameter estimation for a hidden Markov Model of credit quality

Korolkiewicz, M.Elliott, R.Mamon, R.Elliott, R.2008-07-012008-07-012007Hidden Markov Models in Finance, 2007 / Mamon, R., Elliott, R. (ed./s), pp.69-909780387710815http://hdl.handle.net/2440/45955enSmoothed parameter estimation for a hidden Markov Model of credit qualityBook chapter002007692044613