Semiparametric hidden Markov models: identifiability and estimation

DOI10.1002/WICS.1326MaRDI QIDQ6604428zbMATHFDO

Authors Jörn Dannemann, Hajo Holzmann, Anna Leister

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

finite mixture modelshidden Markov modelsEM-algorithmsemiparametric modelinglog-concave densitiesfinancial log-returns

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(1)

• Model-based clustering for noisy longitudinal circular data, with application to animal movement

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