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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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| 格式: | Dissertation |
| 语言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2016
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| 在线阅读: | PDF-Volltext |
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