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Finite Mixture and Markov Switching Models

Posted on 2010-12-13




Name:Finite Mixture and Markov Switching Models
ASIN/ISBN:0387329099
File size:4.3 Mb
Publisher: Springer
Publish Date: 2006
Pages: 492 Pages
ISBN: 0387329099
File Type: PDF
File Size: 4.3 MB
   Finite Mixture and Markov Switching Models

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By Sylvia Frühwirth-Schnatter


& 8220;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 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.

& 8221;


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