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...

Ful tanımlama

Kaydedildi:
Detaylı Bibliyografya
Yazar: Alexandrovich, Grigory
Diğer Yazarlar: Holzmann, Hajo (Prof. Dr.) (Tez danışmanı)
Materyal Türü: Dissertation
Dil:İngilizce
Baskı/Yayın Bilgisi: Philipps-Universität Marburg 2014
Konular:
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
Online Erişim:PDF Tam Metin
Etiketler: Etiketle
Etiket eklenmemiş, İlk siz ekleyin!

Internet

PDF Tam Metin

Detaylı Erişim Bilgileri
Yer Numarası: urn:nbn:de:hebis:04-z2014-03934
Yayın Tarihi: 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/
Erişim Adresi URL: https://archiv.ub.uni-marburg.de/diss/z2014/0393
https://doi.org/10.17192/z2014.0393

Benzer Materyaller