Finite Mixture and Markov Switching Models (Springer Series in Statistics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Finite Mixture and Markov Switching Models (Springer Series in Statistics) Book

Finite Mixture and Markov Switching Models This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modeling, showing how finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Full descriptionRead More

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  • Blackwell

    It is the first time that the Bayesian perspective of finite mixture modelling is systematically presented in book form. It is argued that the Bayesian approach provides much insight in this context and is easily implemented in practice.

  • Product 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.

  • 0387329099
  • 9780387329093
  • Sylvia Frühwirth-Schnatter
  • 22 September 2006
  • Springer
  • Hardcover (Book)
  • 492
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