Selection of the number of states by birth-death processes

In this article we use spatial birth-death processes to estimate the number of states k of a switching model. Following Preston (1976) and Stephens (1998) matching the detailed balance condition for the underlying birth-death process results in an unique invariant probability measure with the corresponding stationary distribution of the number of states....

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Year of publication:	2000-05-22
Authors:	Sögner, Leopold
Publisher:	Institut für Informationsverarbeitung und -wirtschaft <Wien>
Subject:	Markov-Ketten-Monte-Carlo-Verfahren \| Markov-Chain Monte Carlo \| Geburt-Tod-Prozess <Mathematik> \| Birth-Death Processes

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Extent:	389120 bytes 26 p. application/pdf
Series:	Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science ; 69
Type of publication:	Book / Working Paper
Language:	English
Classification:	Subject matter and research method of business administration ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005841655