Finite mixture and Markov switching models.
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Publication:2507986
DOI10.1007/978-0-387-35768-3zbMath1108.62002OpenAlexW605692607MaRDI QIDQ2507986
Publication date: 6 October 2006
Published in: Springer Series in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-35768-3
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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