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...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолч: Alexandrovich, Grigory
Бусад зохиолчид: Holzmann, Hajo (Prof. Dr.) (Дипломын ажлын зөвлөх)
Формат: Dissertation
Хэл сонгох:англи
Хэвлэсэн: Philipps-Universität Marburg 2014
Нөхцлүүд:
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
Онлайн хандалт:PDF-н бүрэн текст
Шошгууд: Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
No citations were found for this record.

Ижил төстэй зүйлс