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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Autor principal: Alexandrovich, Grigory
Altres autors: Holzmann, Hajo (Prof. Dr.) (Assessor de tesis)
Format: Dissertation
Idioma:anglès
Publicat: Philipps-Universität Marburg 2014
Matèries:
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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