Explicit-Duration Markov Switching Models

Silvia Chiappa

ISBN 10: 1601988303 / ISBN 13: 9781601988300

Verlag: now publishers Inc, US, 2014

Beschreibung

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.

Bestandsnummer des Verkäufers LU-9781601988300

Bibliografische Details

• Titel: Explicit-Duration Markov Switching Models
• Verlag: now publishers Inc, US
• Erscheinungsjahr: 2014
• Sprache: Englisch
• ISBN-10: 1601988303
• ISBN-13: 9781601988300
• Einband: Paperback
• Zustand: New

Über diesen Titel

Inhaltsangabe

Explicit-Duration Markov Switching Models 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.