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

511 Pages·2006·4.278 MB·English
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by Sylvia Frühwirth-Schnatter| 2006| 511 pages| 4.278| English

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

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.

Detailed Information

Author:Sylvia Frühwirth-Schnatter
Publication Year:2006
ISBN:9780387357683
Pages:511
Language:English
File Size:4.278
Format:PDF
Price:FREE
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