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...

Ful tanımlama

Kaydedildi:
Detaylı Bibliyografya
Yazar: Leister, Anna Maria
Diğer Yazarlar: Holzmann, Hajo (Prof. Dr.) (Tez danışmanı)
Materyal Türü: Dissertation
Dil:İngilizce
Baskı/Yayın Bilgisi: Philipps-Universität Marburg 2016
Konular:
Mathematik
EM-algorithm
Hidden Markov Modell
Schätztheorie
Maximum Likelihood Schätzung
EM-Algorithmus
Statistik
estimation theory
statistics
Hidden Markov models
Mathematics
Online Erişim:PDF Tam Metin
Etiketler: Etiketle
Etiket eklenmemiş, İlk siz ekleyin!
No references were found for this record.

Benzer Materyaller