Estimation for hidden processes in matlab

The following Matlab project contains the source code and Matlab examples used for estimation for hidden processes. This package called EstimHidden is devoted to the non parametric estimation using model selection procedures of 1/ the density of X in a convolution model where Z=X+noise1 is observed 2/ the functions b (drift) and s^2 (volatility) in an "errors in variables" model where Z and Y are observed and assumed to follow:          Z=X+noise1 and Y=b(X)+s(X)*noise2.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
CoefConv.m 6528
DeconvCtr.m 4155
DeconvEstimate.m 7707
DeconvOrd.m 4833
DeconvPen.m 4970
DeconvPenCtr.m 4419
DeconvSimul.m 8162
drift.m 4183
ExampleDensity.m 6645
ExampleRegression.m 8926
FTempiric.c 5803
FTempiric.m 4030
FTempiric.mexglx 8650
FTempiric.mexmac 8916
FTlogchi2.m 3995
FTnormal.m 3812
FTsymexp.m 3842
GARCH.m 4289
IntByTrapz.m 3883
mcgama.m 7411
normal.m 77
ReadMe.m 3675
sincard.c 4899
sincard.mexmac 8808
SinCardBasis.m 4443
symexp.m 129
volatility.m 4199