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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Natura: | Dissertation |
Lingua: | inglese |
Pubblicazione: |
Philipps-Universität Marburg
2014
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Accesso online: | PDF Full Text |
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Accesso online
PDF Full TextCollocazione: |
urn:nbn:de:hebis:04-z2014-03934 |
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Data di pubblicazione: |
2014-09-25 |
Datum der Annahme: |
2014-09-11 |
Downloads: |
57 (2024), 65 (2023), 38 (2022), 45 (2021), 48 (2020), 28 (2019), 34 (2018) |
Lizenz: |
https://rightsstatements.org/vocab/InC-NC/1.0/ |
URL di accesso: |
https://archiv.ub.uni-marburg.de/diss/z2014/0393 https://doi.org/10.17192/z2014.0393 |