Nonparametric Identification and Estimation of Earnings Dynamics using a Hidden Markov Model: Evidence from the PSID.
Tong ZhouPublished in: CoRR (2023)
Keyphrases
- hidden markov models
- kernel density
- speech recognition
- markov models
- continuous hidden markov models
- conditional random fields
- sequential data
- density estimation
- viterbi algorithm
- gesture recognition
- markov model
- hidden states
- handwritten word recognition
- hierarchical hidden markov model
- dynamical systems
- hidden state
- baum welch
- mean shift
- parameter estimation