An extended likelihood framework for modelling discretely observed credit rating transitionsMarius Pfeuffer, Matthias Fischer, Linda Möstel|Quantitative Finance|2018Cited by 13
Statistical inference for Markov chains with applications to credit riskLinda Möstel, Matthias Fischer, Marius Pfeuffer|Computational Statistics|2020Cited by 9
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio modelMarius Pfeuffer, Daniel Rösch, Maximilian Nagl et al.|The Journal of Risk|2019Cited by 7