Hidden Markov models: Estimation theory and economic applications

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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Xehetasun bibliografikoak
Egile nagusia: Leister, Anna Maria
Beste egile batzuk: Holzmann, Hajo (Prof. Dr.) (Tesi aholkularia)
Formatua: Dissertation
Hizkuntza:ingelesa
Argitaratua: Philipps-Universität Marburg 2016
Gaiak:
Mathematik
EM-algorithm
Hidden Markov Modell
Schätztheorie
Maximum Likelihood Schätzung
EM-Algorithmus
Statistik
estimation theory
statistics
Hidden Markov models
Mathematics
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Aleari buruzko argibideak
Sailkapena: urn:nbn:de:hebis:04-z2016-01208
Argitaratze data: 2016-05-25
Datum der Annahme: 2016-05-02
Downloads: 44 (2024), 127 (2023), 128 (2022), 172 (2021), 135 (2020), 86 (2019), 98 (2018)
Lizenz: https://rightsstatements.org/vocab/InC-NC/1.0/
URL sarbidea: https://archiv.ub.uni-marburg.de/diss/z2016/0120
https://doi.org/10.17192/z2016.0120

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