Springer Series in Statistics Finite Mixture and Markov Switching Models
Type
Book
Authors
ISBN 10
0387329099
ISBN 13
9780387329093
Category
Unknown
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Publication Year
2006
Publisher
Pages
494
Tags
Series Name
Description
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. - from Amzon
Number of Copies
1