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Spreij, P. J. C. (2001). On the Markov property of a finite hidden Markov chain. Statistics & Probability Letters, 52, 279-288. https://doi.org/10.1016/S0167-7152(00)00216-9
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Lucas, A., Klaassen, P., & Spreij, P. J. C. (2001). An analytic approach to credit risk of large corporate bond and loan portfolios. Journal of Banking & Finance, 25, 1635-1664. https://doi.org/10.1016/S0378-4266(00)00147-3
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