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.
- ISBN13 9781601988300
- Publish Date 23 December 2014
- Publish Status Active
- Publish Country US
- Imprint now publishers Inc
- Format Paperback
- Pages 102
- Language English
- URL https://nowpublishers.com/article/Details/MAL-054