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...

Full beskrivning

Sparad:
Bibliografiska uppgifter
Huvudupphovsman: Alexandrovich, Grigory
Övriga upphovsmän: Holzmann, Hajo (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Materialtyp: Dissertation
Språk:engelska
Publicerad: Philipps-Universität Marburg 2014
Ämnen:
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
Länkar:PDF-fulltext
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!
No citations were found for this record.

Liknande verk