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...
Salvato in:
Autore principale: | |
---|---|
Altri autori: | |
Natura: | Dissertation |
Lingua: | inglese |
Pubblicazione: |
Philipps-Universität Marburg
2014
|
Soggetti: | |
Accesso online: | PDF Full Text |
Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
No citations were found for this record.