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 corres...
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| Format: | Others |
| Language: | en |
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SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business
2000
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| Online Access: | http://epub.wu.ac.at/200/1/document.pdf |