Finite Mixture and Markov Switching Models

von: Sylvia Frühwirth-Schnatter

Springer-Verlag, 2006

ISBN: 9780387357683 , 494 Seiten

Format: PDF

Kopierschutz: Wasserzeichen

Windows PC,Mac OSX geeignet für alle DRM-fähigen eReader Apple iPad, Android Tablet PC's

Preis: 181,89 EUR

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Finite Mixture and Markov Switching Models


 

The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov chains. This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modelling. The book is designed to show finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Presenting its concepts informally without sacrificing mathematical correctness, it will serve a wide readership including statisticians as well as biologists, economists, engineers, financial and market researchers.