Semiparametric hidden Markov models: identifiability and estimation (Q6604428)
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scientific article; zbMATH DE number 7912745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric hidden Markov models: identifiability and estimation |
scientific article; zbMATH DE number 7912745 |
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Semiparametric hidden Markov models: identifiability and estimation (English)
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12 September 2024
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EM-algorithm
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financial log-returns
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finite mixture models
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hidden Markov models
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log-concave densities
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semiparametric modeling
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