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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Bibliographic Details
Main Author: Leister, Anna Maria
Contributors: Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format: Doctoral Thesis
Language:English
Published: Philipps-Universität Marburg 2016
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Call 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