Identification and estimation of hidden Markov models

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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Bibliografiske detaljer
Hovedforfatter: Alexandrovich, Grigory
Andre forfattere: Holzmann, Hajo (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Format: Dissertation
Sprog:engelsk
Udgivet: Philipps-Universität Marburg 2014
Fag:
maximum likelihood
Point estimation
Identifikation
Schätzung
Statistik
Konsistenz
Classification and discrimination; cluster analysis
identification
hidden Markov models
Mathematik
consistency
Estimation
hidden Markov Modelle
None of the above, but in this section
mixture models
Mathematics
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Klassifikationsnummer: urn:nbn:de:hebis:04-z2014-03934
Publikationsdatum: 2014-09-25
Datum der Annahme: 2014-09-11
Downloads: 61 (2024), 65 (2023), 38 (2022), 45 (2021), 48 (2020), 28 (2019), 34 (2018)
Lizenz: https://rightsstatements.org/vocab/InC-NC/1.0/
Zugangs-URL: https://archiv.ub.uni-marburg.de/diss/z2014/0393
https://doi.org/10.17192/z2014.0393

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