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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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| 格式: | Dissertation |
| 语言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2014
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| 在线阅读: | PDF-Volltext |
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