Semiparametric hidden Markov models: identifiability and estimation (Q6604428)

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scientific article; zbMATH DE number 7912745
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    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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