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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Materialtyp: | Dissertation |
Språk: | engelska |
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Philipps-Universität Marburg
2016
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Länkar: | PDF-fulltext |
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