Explicit-duration Markov Switching Models - Brossura

Chiappa, Silvia

Brossura

ISBN 10: 1601988303 ISBN 13: 9781601988300

Casa editrice: Now Pub, 2014

Riassunto

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.

Dettagli dell'edizione

• Editore: Now Pub
• Data di pubblicazione: 2014
• Lingua: Inglese
• ISBN 10: 1601988303
• ISBN 13: 9781601988300
• Rilegatura: Copertina flessibile
• Numero di pagine: 98
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile