Finite Mixture and Markov Switching Models

Explore this paper's citation graph

Summary

This book should help newcomers to the field to understand how finite mixture and Markov switching models are formulated, what structures they imply on the data, what they could be used for, and how they are estimated.

Type
book
Published
2006-08-08
Cited by
1,876
References
18

Keywords

Markov chain, Computer science, Mathematics, Statistics

References

Cited by

Related papers