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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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| フォーマット: | Dissertation |
| 言語: | 英語 |
| 出版事項: |
Philipps-Universität Marburg
2016
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| 主題: | |
| オンライン･アクセス: | PDFフルテキスト |
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