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...
Mathematik und Informatik
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48 (2020), 28 (2019), 34 (2018), 60 (2017)
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