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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Бусад зохиолчид: | |
Формат: | Dissertation |
Хэл сонгох: | англи |
Хэвлэсэн: |
Philipps-Universität Marburg
2016
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Нөхцлүүд: | |
Онлайн хандалт: | PDF-н бүрэн текст |
Шошгууд: |
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