1,723,656 research outputs found
Elliott R. Covill
No full textOne Black and White Photograph; 3.5" x 2.5"; Elliott R. Covill standing in front of military tent in fiel
Elliott, R K, VX30227
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/383814Surname: ELLIOTT. Given Name(s) or Initials: R K. Military Service Number or Last Known Location: VX30227. Missing, Wounded and Prisoner of War Enquiry Card Index Number: 21393.227899
Item: [2016.0049.16107] "Elliott, R K, VX30227
Elliott, R J, 12029
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/383767Surname: ELLIOTT. Given Name(s) or Initials: R J. Military Service Number or Last Known Location: 12029. Missing, Wounded and Prisoner of War Enquiry Card Index Number: 821.227791
Item: [2016.0049.16060] "Elliott, R J, 12029
MS002: Frederick Elliott, R. Lee Clark, Julia Bertner, and William Bates
No full textFrederick Elliott, R. Lee Clark, Julia Bertner, and William Bates. See more at Ernst William Bertner, MD Papers and its finding aid.https://digitalcommons.library.tmc.edu/bertner/1011/thumbnail.jp
Smoothed parameter estimation for a hidden Markov Model of credit quality
No full textWe consider a hidden Markov model of credit quality. We assume that the credit rating evolution can be described by a Markov chain but that we do not observe this Markov chain directly. Rather, it is hidden in “noisy” observations represented by the posted credit ratings. The model is formulated in discrete time with a Markov chain observed in martingale noise. We derive smoothed estimates for the state of the Markov chain governing the evolution of the credit rating process and the parameters of the model.Malgorzata W. Korolkiewicz and Robert J. Elliothttp://www.springer.com/business/operations+research/book/978-0-387-71081-
The term structure of interest rates in a hidden markov setting
No full textWe describe an interest rate model in which randomness in the shortterm interest rate is partially due to a Markov chain. We model randomness through the volatility and mean-reverting level as well as through the interest rate directly. The short- term interest rate is modeled in a risk-neutral setting as a continuous process in continuous time. This allows the valuation of interest rate derivatives using the martingale approach. In particular, a solution is found for the value of a zero-coupon bond. This leads to a non-linear regression model for the yield to maturity, which is used to filter the state of the unobservable Markov chain.Robert J. Elliot and Craig A. Wilsonhttp://www.springer.com/business/operations+research/book/978-0-387-71081-
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