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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Váldodahkki: Schwaiger, Florian
Eará dahkkit: Holzmann, Hajo (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Materiálatiipa: Dissertation
Giella:eaŋgalasgiella
Almmustuhtton: Philipps-Universität Marburg 2013
Fáttát:
Mathematik
hidden Markov model
Hidden-Markov-Modell
Likelihood-ratio test
Likelihood-Quotienten-Test
Mathematics
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