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...
Saved in:
Main Author: | |
---|---|
Contributors: | |
Format: | Doctoral Thesis |
Language: | English |
Published: |
Philipps-Universität Marburg
2016
|
Subjects: | |
Online Access: | PDF Full Text |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Internet
PDF Full TextCall Number: |
urn:nbn:de:hebis:04-z2016-01208 |
---|---|
Publication Date: |
2016-05-25 |
Date of Acceptance: |
2016-05-02 |
Downloads: |
13 (2025), 131 (2024), 127 (2023), 128 (2022), 172 (2021), 135 (2020), 86 (2019), 98 (2018) |
License: |
https://rightsstatements.org/vocab/InC-NC/1.0/ |
Access URL: |
https://archiv.ub.uni-marburg.de/diss/z2016/0120 https://doi.org/10.17192/z2016.0120 |