设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
Elsevier电子期刊(5)
在“
Elsevier电子期刊
”中,
命中:
5
条,耗时:0.0489764 秒
在所有数据库中总计命中:
5
条
1.
Modeling rating transitions with instantaneous default
作者:
Rafael
Wei
&
szlig
;
bach
;
rafael
.
wei
ssbach@uni-rostock.de" class="auth_mail" title="E-mail the corresponding author
;
Fynn Strohecker
关键词:
C33
;
C34
;
C41
刊名:Economics Letters
出版年:2016
2.
Asymptotic normality for discretely observed Markov jump processes with an absorbing state
作者:
Alexander Kremer
;
Alexander.Kremer3@uni-rostock.de" class="auth_mail
;
Rafael
Wei
&
szlig
;
bach
rafael
.
wei
ssbach@uni-rostock.de" class="auth_mail
关键词:
Multiple Markov jump process
;
Discrete observations
;
Asymptotic normality
;
Parametric maximum likelihood
刊名:Statistics and Probability Letters
出版年:July 2014
3.
A score-test on measurement errors in rating transition times
作者:
Sebastian Vo&
szlig
;
a
;
1
;
svoss@statistik.tu-dortmund.de" class="auth_mail
;
Rafael
Wei
&
szlig
;
bach
b
;
rafael
.
wei
ssbach@uni-rostock.de" class="auth_mail
关键词:
C41
;
C52
;
G33
刊名:Journal of Econometrics
出版年:May, 2014
4.
Maximum likelihood estimation for left-censored survival times in an additive hazard model
作者:
Alexander Kremer
a
;
Rafael
Wei
&
szlig
;
bach
a
;
rafael
.
wei
ssbach@uni-rostock.de" class="auth_mail
;
Friedrich Liese
b
关键词:
Left censoring
;
Parametric maximum likelihood
;
Asymptotic normality
;
Time-dependent covariate
;
Additive hazard
刊名:Journal of Statistical Planning and Inference
出版年:June 2014
5.
Modeling rating transitions
作者:
Rafael
;
Wei
&
szlig
;
bach
a
;
;
rafael
.
wei
ssbach@uni-rostock.de
;
Thomas
;
Mollenhauer
b
关键词:
Rating
;
Metric
;
Multiple Markov process
;
Counting process
;
Likelihood ratio
刊名:Journal of the Korean Statistical Society
出版年:2011
1
按检索点细分(5)
作者(5)
按出版年细分(5)
2027年及以后(3)
2016年(1)
2011年(1)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.