2 papers
math.ST2025
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
Jüri Lember, Raul Kangro, Kristi Kuljus
We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator (typically a kernel…
stat.CO2025
Branch-and-bound method for calculating Viterbi path in triplet Markov models
Oskar Soop, Jüri Lember
We consider a bivariate, possibly non-homogeneous, finite-state Markov chain . We are interested in the marginal process , which typically is not a…