Zheng, Kai; Li, Yuying; Xu, Weidong Regime switching model estimation: spectral clustering hidden Markov model. (English) Zbl 1476.62172 Ann. Oper. Res. 303, No. 1-2, 297-319 (2021). MSC: 62M02 62M05 62P05 60J60 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Yong; Xu, Weidong Structural credit risk modelling with Hawkes jump diffusion processes. (English) Zbl 1335.91097 J. Comput. Appl. Math. 303, 69-80 (2016). MSC: 91G40 62P05 60J75 × Cite Format Result Cite Review PDF Full Text: DOI