Sylvia Frühwirth-Schnatter
Finite Mixture and Markov Switching Models
Paperback Engels 2010 9781441921949Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9781441921949
Taal:Engels
Bindwijze:paperback
Aantal pagina's:494
Uitgever:Springer New York
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Inhoudsopgave
Finite mixture modelling.- Statistical inference for a finite mixture model with known number of components.- Practical bayesian inference for a finite mixture model with known number of components.- Statistical inference for finite mixture models under model specification uncertainty.- Computational tools for Bayesian inference for finite mixture models under model specification uncertainty.- Finite mixture models with normal components.- Data analysis based on finite mixtures.- Finite mixtures of regression models.- Finite mixture models with non-normal components.- Finite Markov mixture modelling.- Statistical inference for Markov switching models.- Non-linear time series analysis based on Markov switching models.- Switching state space models.
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