Identification and estimation of hidden Markov models

Alexandrovich, Grigory

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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Автор:	Alexandrovich, Grigory
Інші автори:	Holzmann, Hajo (Prof. Dr.) (Керівник дипломної роботи)
Формат:	Dissertation
Мова:	англійська
Опубліковано:	Philipps-Universität Marburg 2014
Предмети:	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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Identification and estimation of hidden Markov models

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