Finite Mixture and Markov Switching Models by Sylvia Frhwirthschnatter

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Finite Mixture and Markov Switching Models

Finite Mixture and Markov Switching Models by Sylvia Frhwirthschnatter

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. 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.
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ISBN 13
Title Finite Mixture and Markov Switching Models
Author Sylvia Frhwirthschnatter
Condition Unavailable
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Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

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