Quotation Frühwirth-Schnatter, Sylvia. 2006. Finite Mixture and Markov Switching Models. New York: Springer Verlag.


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Abstract

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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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Book (monograph)
Language English
Title Finite Mixture and Markov Switching Models
Location New York
Publisher Springer Verlag
Year 2006
URL http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-32909-3

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Frühwirth-Schnatter, Sylvia (Details)
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Institute for Statistics and Mathematics IN (Details)
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