Finite Mixture and Markov Switching Mode

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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 perspe…
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    Om Finite Mixture and Markov Switching Mode

    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.

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    Detaljer

    Format
    E-Bok
    Kopisperre
    Teknisk DRM
    Filformat
    PDF
    Utgivelsesår
    2006
    Forlag
    Springer New York
    Språk
    Engelsk
    ISBN
    9780387357683

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