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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Format: | Dissertation |
Langue: | anglais |
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Philipps-Universität Marburg
2014
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Accès en ligne: | Texte intégral en PDF |
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