Explicit-duration Markov Switching Models - Couverture souple

Chiappa, Silvia

Couverture souple

ISBN 10 : 1601988303 ISBN 13 : 9781601988300

Editeur : now publishers Inc, 2014

Synopsis

Provides a simple and clear description of explicit-duration modeling by categorizing the different approaches into three main groups, which differ in encoding in the explicit-duration variables different information about regime switching/reset boundaries. The approaches are described using the formalism of graphical models, which enables graphical representation and assessment of statistical dependence, and therefore makes it easy to describe the structure of complex models and derive inference routines. The presentation is pedagogical, focusing on making distinctions that help structure the space of models and in laying out inference and learning in a clear way.

Explicit-Duration Markov Switching Models is an ideal reference for students and researchers who wish to learn about these models and those looking to develop them further.

Détails de l'édition

• Éditeur: now publishers Inc
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 1601988303
• ISBN 13: 9781601988300
• Reliure: Broché
• Nombre de pages: 102
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible