A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads

SSRN Electronic Journal ◽

10.2139/ssrn.92568 ◽

1998 ◽

Author(s):

Lyn C. Thomas ◽

David E. Allen ◽

Nigel Morkel-Kingsbury

Keyword(s):

Markov Chain ◽

Credit Risk ◽

Term Structure ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Hidden Markov Chain Model

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A hidden Markov chain model for the term structure of bond credit risk spreads

International Review of Financial Analysis ◽

10.1016/s1057-5219(02)00078-9 ◽

2002 ◽

Vol 11 (3) ◽

pp. 311-329 ◽

Author(s):

Lyn C. Thomas ◽

David E. Allen ◽

Nigel Morkel-Kingsbury

Keyword(s):

Markov Chain ◽

Credit Risk ◽

Term Structure ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Hidden Markov Chain Model

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Change detection in synthetic aperture radar images with a sliding hidden Markov chain model

Journal of Applied Remote Sensing ◽

10.1117/1.2957968 ◽

2008 ◽

Vol 2 (1) ◽

pp. 023526 ◽

Author(s):

Lamia Benyoussef

Keyword(s):

Markov Chain ◽

Synthetic Aperture Radar ◽

Change Detection ◽

Hidden Markov ◽

Markov Chain Model ◽

Synthetic Aperture ◽

Chain Model ◽

Hidden Markov Chain ◽

Radar Images ◽

Hidden Markov Chain Model

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Applying a hidden Markov chain model in quality function deployment to analyze dynamic customer requirements

Quality & Quantity ◽

10.1007/s11135-007-9153-8 ◽

2008 ◽

Vol 43 (4) ◽

pp. 635-644 ◽

Author(s):

Jiunn-I Shieh ◽

Hsin-Hung Wu

Keyword(s):

Markov Chain ◽

Quality Function Deployment ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Customer Requirements ◽

Quality Function ◽

Hidden Markov Chain Model

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Real-time headway state identification and saturation flow rate estimation: a hidden Markov Chain model

Transportmetrica A Transport Science ◽

10.1080/23249935.2020.1722285 ◽

2020 ◽

Vol 16 (3) ◽

pp. 840-864 ◽

Author(s):

Hongsheng Qi ◽

Xianbiao Hu

Keyword(s):

Markov Chain ◽

Flow Rate ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Time Headway ◽

State Identification ◽

Hidden Markov Chain Model ◽

Saturation Flow

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Multiresolution hidden Markov chain model and unsupervised image segmentation

4th IEEE Southwest Symposium on Image Analysis and Interpretation ◽

10.1109/iai.2000.839584 ◽

2002 ◽

Author(s):

L. Fouque ◽

A. Appriou ◽

W. Pieczynski

Keyword(s):

Image Segmentation ◽

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Hidden Markov Chain Model ◽

Unsupervised Image Segmentation

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An Operation Reliability Prediction Method for CNC Machine Tool Based on Hidden Markov Chain Model

10.12783/shm2015/283 ◽

2015 ◽

Author(s):

J. WU ◽

C. DENG ◽

Y.M. ZHU ◽

C.Y. WU

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Prediction Method ◽

Reliability Prediction ◽

Chain Model ◽

Cnc Machine Tool ◽

Hidden Markov Chain ◽

Cnc Machine ◽

Hidden Markov Chain Model

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Non-Intrusive Load Identification Methods Based on LI-Norm and Hidden Markov Chain Model

2018 2nd IEEE Advanced Information Management,Communicates,Electronic and Automation Control Conference (IMCEC) ◽

10.1109/imcec.2018.8469417 ◽

2018 ◽

Author(s):

Zhang Zhihao ◽

LI Jian ◽

ZHANG Zhen-Yuan ◽

HUANG Qi ◽

Qu Hedi

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Load Identification ◽

Hidden Markov Chain ◽

Identification Methods ◽

Hidden Markov Chain Model

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Intelligent recommendation algorithm based on hidden Markov chain model

2016 International Conference on Machine Learning and Cybernetics (ICMLC) ◽

10.1109/icmlc.2016.7872980 ◽

2016 ◽

Author(s):

Li Chen ◽

Hongqing Guo ◽

Hailong Lv ◽

Siliang Wu

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Recommendation Algorithm ◽

Hidden Markov Chain Model

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A mixed autoregressive hidden-markov-chain model applied to people's movements

Proceedings of the 20th International Conference on Advances in Geographic Information Systems - SIGSPATIAL '12 ◽

10.1145/2424321.2424378 ◽

2012 ◽

Author(s):

Akinori Asahara ◽

Kishiko Maruyama ◽

Ryosuke Shibasaki

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Hidden Markov Chain Model

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Drought Frequency Analysis Using Hidden Markov Chain Model and Bivariate Copula Function

Journal of Korea Water Resources Association ◽

10.3741/jkwra.2015.48.12.969 ◽

2015 ◽

Vol 48 (12) ◽

pp. 969-979 ◽

Author(s):

Si-Young Chun ◽

◽

Yong-Tak Kim ◽

Hyun-Han Kwon

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Markov Chain Model ◽

Copula Function ◽

Chain Model ◽

Hidden Markov Chain ◽

Drought Frequency ◽

Drought Frequency Analysis ◽

Hidden Markov Chain Model ◽

Bivariate Copula

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