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 description

Saved in:
Bibliographic Details
Main Author: Alexandrovich, Grigory
Contributors: Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format: Doctoral Thesis
Published: Philipps-Universität Marburg 2014
Online Access:PDF Full Text
Tags: Add Tag
No Tags, Be the first to tag this record!


PDF Full Text

Holdings details from
Call Number: urn:nbn:de:hebis:04-z2014-03934
Publication Date: 2014-09-25
Date of Acceptance: 2014-09-11
Downloads: 62 (2024), 65 (2023), 38 (2022), 45 (2021), 48 (2020), 28 (2019), 34 (2018)
Access URL: