by SylviaFrühwirth-Schnatter (Author)
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.
Format: Hardcover
Pages: 492
Publisher: Springer
Published: 22 Sep 2006
ISBN 10: 0387329099
ISBN 13: 9780387329093