Inference in inhomogeneous hidden Markov models with application to ion channel data
von Manuel Diehn
Datum der mündl. Prüfung:2017-11-01
Betreuer:Prof. Dr. Axel Munk
Gutachter:Prof. Dr. Axel Munk
Gutachter:Prof. Dr. Daniel J. Rudolf
EnglischIon channel recordings under a changing environment are hardly analyzed and are the main cause for the new model class we introduce. This thesis mainly concerns hidden Markov models with a homogeneous hidden Markov chain and an inhomogeneous observation law, varying in time, but converging to a distribution. The main contribution of this thesis concerns the asymptotic behavior of a quasi-maximum likelihood estimator. In particular, strong consistency and asymptotic normality of this estimator are proven.
Keywords: Hidden Markov Models; Inhomogeneous; Strong Consistency