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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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| Định dạng: | Dissertation |
| Ngôn ngữ: | Tiếng Anh |
| Được phát hành: |
Philipps-Universität Marburg
2014
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| Những chủ đề: | |
| Truy cập trực tuyến: | Bài toàn văn PDF |
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| Tóm tắt: | 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 penalized MLE procedure for univariate Gaussian hidden Markov models was introduced and shown to be consistent.
Furthermore, a result on identifiability of nonparametric hidden Markov models is derived. |
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| DOI: | 10.17192/z2014.0393 |