Finite Mixture and Markov Switching Models - Sylvia Frühwirth-Schnatter
-25% koodilla BOOKS
Toimitus 12-18 arkipäivässä
30 päivän palautusoikeus
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 ... Täydellinen kuvaus
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Kuvaus
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.
Lisätietoja
| Kirjoittaja | Sylvia Frühwirth-Schnatter |
|---|---|
| Julkaisija | Springer US |
| Series | Springer Series in Statistics |
| Julkaisuvuosi | 2010 |
| Kannen tyyppi | Pehmeäkantinen |
| EAN | 9781441921949 |