Inference and Application of Likelihood Based Methods for Hidden Markov Models

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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Bibliographic Details
Main Author: Schwaiger, Florian
Contributors: Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format: Doctoral Thesis
Language:English
Published: Philipps-Universität Marburg 2013
Subjects:
Mathematik
hidden Markov model
Hidden-Markov-Modell
Likelihood-ratio test
Likelihood-Quotienten-Test
Mathematics
Online Access:PDF Full Text
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