Inference for hidden Markov models and related models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Göttingen
Cuvillier
2010
|
| Ausgabe: | 1. Aufl. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IV, 129 S. graph. Darst. |
| ISBN: | 9783869552477 |
Internformat
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| 245 | 1 | 0 | |a Inference for hidden Markov models and related models |c vorgelegt von Jörn Dannemann |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Göttingen |b Cuvillier |c 2010 | |
| 300 | |a IV, 129 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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Datensatz im Suchindex
| _version_ | 1804142912679706624 |
|---|---|
| adam_text | IMAGE 1
CONTENTS
INTRODUCTION 1
1 HIDDEN MARKOV MODELS AND RELATED MODELS 5
1.1 FINITE MIXTURE MODELS 5
1.2 HIDDEN MARKOV MODELS 8
1.3 SWITCHING REGRESSION MODELS 12
1.4 OTHER RELATED MODELS 13
1.5 NOTATION AND STANDING ASSUMPTIONS 15
2 TESTING IN HMMS UNDER NONSTANDARD CONDITIONS 17
2.1 LIKELIHOOD INFERENCE FOR HMMS 20
2.1.1 MLE AND LRT UNDER STANDARD CONDITIONS FOR HMMS 21
2.1.2 MLE AND LRT UNDER NONSTANDARD CONDITIONS FOR HMMS 24 2.2 EXAMPLES
27
2.3 SIMULATIONS AND EMPIRICAL ILLUSTRATION 34
2.3.1 SOME NOTES ON NUMERICAL EVALUATION 34
2.3.2 QUALITY OF ASYMPTOTIC APPROXIMATION FOR THE MLE AND LRT . . .. 36
2.3.3 SERIES OF EPILEPTIC SEIZURE COUNTS 43
2.4 PROOFS 45
3 TESTING FOR THE NUMBER OF STATES 51
3.1 TESTING FOR THE NUMBER OF COMPONENTS IN A FINITE MIXTURE MODEL 54
3.1.1 TESTING FOR HOMOGENEITY IN A FINITE MIXTURE MODEL 55
3.1.2 TESTING FOR TWO COMPONENTS IN A FINITE MIXTURE MODEL 58
3.2 TESTING FOR THE NUMBER OF STATES IN AN HMM 64
3.2.1 THE LRT UNDER INDEPENDENCE ASSUMPTION 66
3.2.2 TESTING FOR HOMOGENEITY IN AN HMM 68
3.2.3 TESTING FOR TWO STATES IN AN HMM 69
III
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1000750442
DIGITALISIERT DURCH
IMAGE 2
CONTENTS
3.2.4 SIMULATION EXPERIMENTS 71
3.2.5 EMPIRICAL ILLUSTRATIONS: SERIES OF T HE S&P 500 79
3.3 TESTING FOR T HE NUMBER OF COMPONENTS IN A SWITCHING REGRESSION
MODEL . .. 82 3.3.1 TESTING FOR HOMOGENEITY IN A SWITCHING REGRESSION
MODEL 84
3.3.2 TESTING FOR TWO COMPONENTS IN A SWITCHING REGRESSION MODEL . . ..
85
3.3.3 SIMULATION EXPERIMENTS 90
3.3.4 EMPIRICAL ILLUSTRATION: APPLICATION TO DENTAL HEALTH TRIAL 93
3.4 PROOFS 97
MODELING HMMS WITH FLEXIBLE STATE-DEPENDENT DISTRIBUTIONS 103 4.1 AN HMM
WITH FLEXIBLE SDFS: A PARAMETRIC APPROACH 104
4.2 AN HMM WITH FLEXIBLE SDFS: A SEMIPARAMETRIC APPROACH 106
4.2.1 SEMIPARAMETRIC MIXTURES 107
4.2.2 SEMIPARAMETRIC HMMS 107
4.3 SIMULATION EXPERIMENTS 112
4.4 PROOFS 118
BIBLIOGRAPHY 120
|
| any_adam_object | 1 |
| author | Dannemann, Jörn 1980- |
| author_GND | (DE-588)141096160 |
| author_facet | Dannemann, Jörn 1980- |
| author_role | aut |
| author_sort | Dannemann, Jörn 1980- |
| author_variant | j d jd |
| building | Verbundindex |
| bvnumber | BV036433751 |
| classification_rvk | QH 237 SK 820 |
| ctrlnum | (OCoLC)654369456 (DE-599)DNB1000750442 |
| dewey-full | 519.56 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.56 |
| dewey-search | 519.56 |
| dewey-sort | 3519.56 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T22:39:18Z |
| institution | BVB |
| isbn | 9783869552477 |
| language | English |
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| physical | IV, 129 S. graph. Darst. |
| publishDate | 2010 |
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| spelling | Dannemann, Jörn 1980- Verfasser (DE-588)141096160 aut Inference for hidden Markov models and related models vorgelegt von Jörn Dannemann 1. Aufl. Göttingen Cuvillier 2010 IV, 129 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zugl.: Göttingen, Univ., Diss., 2009 Statistischer Test (DE-588)4077852-6 gnd rswk-swf Hidden-Markov-Modell (DE-588)4352479-5 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Hidden-Markov-Modell (DE-588)4352479-5 s Statistischer Test (DE-588)4077852-6 s Inferenzstatistik (DE-588)4247120-5 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020306269&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dannemann, Jörn 1980- Inference for hidden Markov models and related models Statistischer Test (DE-588)4077852-6 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| subject_GND | (DE-588)4077852-6 (DE-588)4352479-5 (DE-588)4247120-5 (DE-588)4113937-9 |
| title | Inference for hidden Markov models and related models |
| title_auth | Inference for hidden Markov models and related models |
| title_exact_search | Inference for hidden Markov models and related models |
| title_full | Inference for hidden Markov models and related models vorgelegt von Jörn Dannemann |
| title_fullStr | Inference for hidden Markov models and related models vorgelegt von Jörn Dannemann |
| title_full_unstemmed | Inference for hidden Markov models and related models vorgelegt von Jörn Dannemann |
| title_short | Inference for hidden Markov models and related models |
| title_sort | inference for hidden markov models and related models |
| topic | Statistischer Test (DE-588)4077852-6 gnd Hidden-Markov-Modell (DE-588)4352479-5 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| topic_facet | Statistischer Test Hidden-Markov-Modell Inferenzstatistik Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020306269&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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