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Finite Mixture and Markov Switching Models

Sylvia Frühwirth-Schnatter
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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 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.
      Format: Paperback / softback CONTRIBUTORS: Sylvia Frühwirth-Schnatter EAN: 9781441921949 COUNTRY: United States PAGES: WEIGHT: 767 g HEIGHT: 229 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2010-11-19 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, COMPUTERS / Mathematical & Statistical Software, MATHEMATICS / Probability & Statistics / General, SCIENCE / Life Sciences / Anatomy & Physiology WIDTH: 152 cm SPINE:

      Book Themes:

      Psychological testing and measurement, Econometrics and economic statistics, Probability and statistics, Stochastics, Computational biology / bioinformatics, Maths for computer scientists

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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 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.
      Format: Paperback / softback CONTRIBUTORS: Sylvia Frühwirth-Schnatter EAN: 9781441921949 COUNTRY: United States PAGES: WEIGHT: 767 g HEIGHT: 229 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2010-11-19 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics, COMPUTERS / Mathematical & Statistical Software, MATHEMATICS / Probability & Statistics / General, SCIENCE / Life Sciences / Anatomy & Physiology WIDTH: 152 cm SPINE:

      Book Themes:

      Psychological testing and measurement, Econometrics and economic statistics, Probability and statistics, Stochastics, Computational biology / bioinformatics, Maths for computer scientists

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      Be the first to write a review
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