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

Sylvia Frühwirth-Schnatter




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 | #2113992 in Books |  Sylvia Fruhwirth Schnatter |  2006-08-08 | Original language:English | PDF # 1 |  9.21 x1.13 x6.14l,1.91 | File type: PDF | 494 pages

 | Finite Mixture and Markov Switching Models

||1 of 2 people found the following review helpful.| Solid, complete, and practical - superb reading!|By LOV|This is by far the most complete treatment of markov switching modeling. Each chapter would lead you to a fulfilling experience. The book is technical but written in a way that is relatively easy to read and highly practical. The codes are written in Matlab, not necessarily something that everyone uses, but users could con| ||From the reviews: |"At first glance, the numerous equations and formulas may seem to be daunting for psychologists with limited statistical background; however, the descriptions and explanations of the various models are actually quite reader friendly (more s

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...

You can specify the type of files you want, for your device.Finite Mixture and Markov Switching Models (Springer Series in Statistics)   |  Sylvia Frühwirth-Schnatter.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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