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...
Kaydedildi:
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| Diğer Yazarlar: | |
| Materyal Türü: | Dissertation |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
Philipps-Universität Marburg
2016
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| Konular: | |
| Online Erişim: | PDF Tam Metin |
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