Identification and estimation of hidden Markov models

In the current thesis several selected aspects of the two related latent class models; finite mixtures and hidden Markov models, were considered. The problem of calculating the MLE of a Gaussian mixture with Newton's method and the consistency of penalized MLE were investigated. A penaliz...

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Bibliographic Details
Main Author: Alexandrovich, Grigory
Contributors: Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format: Dissertation
Language:English
Published: Philipps-Universität Marburg 2014
Mathematik und Informatik
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Call Number: urn:nbn:de:hebis:04-z2014-03934
Downloads: 23 (2020), 28 (2019), 34 (2018), 60 (2017), 30 (2016)
Publication Date: 2014-09-25
License: According to UrhG § 31 (2), the author has granted the University Library Marburg the right of use for electronic publication on the Internet and for archiving on its archive server. He has declared that with the granting of the right of use according to UrhG § 31 (3) no exclusive rights of third parties are violated. All other rights for the exploitation of the publication remain with the author. https://rightsstatements.org/vocab/InC-NC/1.0/
Access URL: https://archiv.ub.uni-marburg.de/diss/z2014/0393
https://doi.org/10.17192/z2014.0393