Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior

Halina Frydman, Jarl G. Kallberg, Duen-Li Kao. Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior. Operations Research, 33(6):1203-1214, 1985. [doi]

Abstract

Abstract is missing.