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Inference and Application of Likelihood Based Methods for Hidden Markov Models
The thesis consists of three papers. In the paper “Testing for the number of states in hidden Markov models” we generalize existing testing procedures for i.i.d. mixture models to hidden Markov models by considering penalized quasi-likelihood ratio tests. They can be applied in order to assess the n...
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| Altres autors: | |
| Format: | Dissertation |
| Idioma: | anglès |
| Publicat: |
Philipps-Universität Marburg
2013
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| Matèries: | |
| Accés en línia: | PDF a text complet |
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