Bayesian Analysis of a Structural Model with Switching Regime

By Roland Shami

A new class of models based on the innovations form of structural models underlying exponential smoothing methods and a latent Markov switching process is proposed. Firstly, the local level model with... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838363728
• ISBN13: 9783838363721
• Release Date: May 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 208 Pages
• Weight: 0.69 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"