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...
Guardado en:
Autor principal: | |
---|---|
Otros Autores: | |
Formato: | Dissertation |
Lenguaje: | inglés |
Publicado: |
Philipps-Universität Marburg
2016
|
Materias: | |
Acceso en línea: | Texto Completo PDF |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
No references were found for this record.