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Finite Mixture and Markov Switching Models

Language EnglishEnglish
Book Paperback
Book Finite Mixture and Markov Switching Models Sylvia Frühwirth-Schnatter
Libristo code: 01421045
Publishers Springer-Verlag New York Inc., February 2010
This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixt... Full description
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This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modeling, showing how finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated.

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About the book

Full name Finite Mixture and Markov Switching Models
Author Sylvia Frühwirth-Schnatter
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 494
EAN 9781441921949
ISBN 144192194X
Libristo code 01421045
Publishers Springer-Verlag New York Inc.
Weight 767
Dimensions 152 x 229 x 28

Categories

Society & Social Sciences > Psychology > Psychological methodology > Psychological testing & measurement
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Computing & Information Technology > Computer science > Mathematical theory of computation > Maths for computer scientists
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Biology, life sciences > Molecular biology
Computing & Information Technology > Business applications > Mathematical & statistical software
Computing & Information Technology > Information technology: general issues
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