Finite Mixture and Markov Switching Models

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Frühwirth-Schnatter, Sylvia. Finite Mixture and Markov Switching Models by Sylvia Frühwirth-Schnatter. -
XIX, 494 p. online resource. - (Springer Series in Statistics, ) Content notes : Finite Mixture Modeling -- 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 Mixtures 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 Nonnormal Components -- Finite Markov Mixture Modeling -- Statistical Inference for Markov Switching Models -- Nonlinear Time Series Analysis Based on Markov Switching Models -- Switching State Space Models. 9780387357683 * Distribution (Probability theory. Mathematical statistics. Econometrics. Computer science. Bioinformatics. Psychometrics. Probability Theory and Stochastic Processes. Statistical Theory and Methods. Econometrics. Probability and Statistics in Computer Science. Bioinformatics. Psychometrics. * Series