Hidden Markov models: Estimation theory and economic applications

In this thesis, maximum likelihood estimation of hidden Markov models in several settings is investigated. Nonparametric estimation of state-dependent general mixtures and log-concave densities is discussed theoretically and algorithmically. Penalized estimation for parametric hidden Markov models c...

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Bibliographic Details
Main Author: Leister, Anna Maria
Contributors: Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format: Dissertation
Language:English
Published: Philipps-Universität Marburg 2016
Reine und Angewandte Mathematik
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Call Number: urn:nbn:de:hebis:04-z2016-01208
Downloads: 112 (2020), 86 (2019), 98 (2018), 53 (2017), 16 (2016)
Publication Date: 2016-05-25
License: According to UrhG § 31 (2), the author has granted the University Library Marburg the right of use for electronic publication on the Internet and for archiving on its archive server. He has declared that with the granting of the right of use according to UrhG § 31 (3) no exclusive rights of third parties are violated. All other rights for the exploitation of the publication remain with the author. https://rightsstatements.org/vocab/InC-NC/1.0/
Access URL: https://archiv.ub.uni-marburg.de/diss/z2016/0120
https://doi.org/10.17192/z2016.0120