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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Bibliographic Details

Main Author:	Alexandrovich, Grigory
Contributors:	Holzmann, Hajo (Prof. Dr.) (Thesis advisor)
Format:	Doctoral Thesis
Language:	English
Published:	Philipps-Universität Marburg 2014
Subjects:	maximum likelihood hidden Markov Modelle Point estimation consistency Statistik Konsistenz hidden Markov models Classification and discrimination; cluster analysis identification Identifikation mixture models Mathematik Schätzung Estimation None of the above, but in this section Mathematics
Online Access:	PDF Full Text
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