{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,2]],"date-time":"2025-05-02T14:46:41Z","timestamp":1746197201116,"version":"3.32.0"},"reference-count":11,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2005,2,1]],"date-time":"2005-02-01T00:00:00Z","timestamp":1107216000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Statistical Methods &amp; Applications"],"published-print":{"date-parts":[[2005,2]]},"DOI":"10.1007\/bf02511578","type":"journal-article","created":{"date-parts":[[2006,9,22]],"date-time":"2006-09-22T04:24:14Z","timestamp":1158899054000},"page":"127-141","source":"Crossref","is-referenced-by-count":5,"title":["Estimating rating transition probabilites with missing data"],"prefix":"10.1007","volume":"14","author":[{"given":"Marco","family":"Bee","sequence":"first","affiliation":[]}],"member":"297","reference":[{"key":"BF02511578_CR1","volume-title":"Discrete statistical models with social science applications","author":"EB Andersen","year":"1980","unstructured":"Andersen EB (1980) Discrete statistical models with social science applications. North Holland, Amsterdam. Carty L and Fons J (1994) Measuring changes in corporate credit quality. The Journal of Fixed Income 4: 27\u201341"},{"key":"BF02511578_CR2","unstructured":"Crowder M, Davis M and Giampieri G (2003) A hidden markov model of default interaction. Working paper, Imperial College, Department of mathematics."},{"key":"BF02511578_CR3","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.2517-6161.1977.tb01600.x","volume":"39","author":"AP Dempster","year":"1977","unstructured":"Dempster AP, Laird NM and Rubin DB (1977) Maximum likelihood from incomplete data via the EM algorithm (with discussion). Journal of the Royal Statistical Society B 39: 1\u201338.","journal-title":"Journal of the Royal Statistical Society B"},{"key":"BF02511578_CR4","doi-asserted-by":"crossref","DOI":"10.1515\/9781400829170","volume-title":"Credit risk: pricing, measurement and management","author":"D Duffie","year":"2003","unstructured":"Duffie D and Singleton KJ (2003) Credit risk: pricing, measurement and management. Princeton University Press, Princeton. Grimmett GR and Stirzaker DR (1992) Probability and random processes, second edition. Clarendon, Oxford."},{"key":"BF02511578_CR5","doi-asserted-by":"crossref","unstructured":"Kavvathas, D (2001) Estimating credit rating transition probabilities for corporate bonds. AFA 2001 New Orleans Meetings.","DOI":"10.2139\/ssrn.252517"},{"key":"BF02511578_CR6","doi-asserted-by":"crossref","DOI":"10.1007\/b98954","volume-title":"Exponential families of stochastic processes","author":"U K\u00fcchler","year":"1997","unstructured":"K\u00fcchler U and S\u00f8rensen M (1997) Exponential families of stochastic processes. Springer, New York. Jarrow RA, Lando D and Turnbull SM (1997) A Markov model for the term structure of credit risk spreads. The Revue of Financial Studies 10: 481\u2013523."},{"key":"BF02511578_CR7","unstructured":"JP Morgan (1997) CreditMetrics technical document, New York. Lando D (1998) Cox processes and credit-risky securities. Review of Derivatives Research 2: 99\u2013120."},{"key":"BF02511578_CR8","doi-asserted-by":"crossref","first-page":"423","DOI":"10.1016\/S0378-4266(01)00228-X","volume":"26","author":"D Lando","year":"2002","unstructured":"Lando D and Sk\u00f8deberg T (2002) Analyzing rating transitions and rating drift with continuous observations. Journal of Banking and Finance 26: 423\u2013444.","journal-title":"Journal of Banking and Finance"},{"key":"BF02511578_CR9","doi-asserted-by":"crossref","DOI":"10.1002\/9781119013563","volume-title":"Statistical analysis with missing data","author":"RJA Little","year":"2002","unstructured":"Little RJA and Rubin DB (2002) Statistical analysis with missing data, second edition. Wiley, New York.","edition":"second edition"},{"key":"BF02511578_CR10","volume-title":"The EM algorithm and extensions","author":"GJ McLachlan","year":"1996","unstructured":"McLachlan GJ and Krishnan T (1996) The EM algorithm and extensions. Wiley, New York."},{"key":"BF02511578_CR11","unstructured":"Nandi S (1998) Valuation models for default-risky securities: an overview. Federal Reserve Bank of Atlanta Economic Review, Fourth Quarter 1998."}],"container-title":["Statistical Methods &amp; Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02511578.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/BF02511578\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02511578","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,1,10]],"date-time":"2025-01-10T23:22:11Z","timestamp":1736551331000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/BF02511578"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005,2]]},"references-count":11,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2005,2]]}},"alternative-id":["BF02511578"],"URL":"https:\/\/doi.org\/10.1007\/bf02511578","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"type":"print","value":"1618-2510"},{"type":"electronic","value":"1613-981X"}],"subject":[],"published":{"date-parts":[[2005,2]]}}}