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
Published: Philipps-Universität Marburg 2014
Mathematik und Informatik
Online Access:PDF Full Text
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