Divide and Conquer : Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables
Year of publication: |
2017
|
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Authors: | Reich, Gregor |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 7, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2794884 [DOI] |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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