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Likelihood based methods for detection of turning points in business cycles - A comparative study
(University of Gothenburg, 2001-05-01)
Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next tum by an alarm for a tum in a leading index. Three likelihood-based methods for turning point ...
Detection of turning points in business cycles
(University of Gothenburg, 2002-06-01)
Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next turn by an alarm for a turn in a leading index. Three likelihood based methods for turning point ...
Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden
(2007-11-28)
A statistical surveillance system gives a signal as soon as data give enough evidence of an important event. We consider on-line surveillance systems for detecting changes in influenza incidence. One important feature of ...
Some statistical aspects on methods for detection of turning points in business cycles
(University of Gothenburg, 2002-07-01)
Statistical and practical aspects on methods for on-line turning point detection in business cycles are discussed. When a method is used on a real data set, there are a number of special data problems to be considered. ...
Similarities and differences between statistical surveillance and certain decision rules in finance
(2007-12-13)
Financial trading rules have the aim of continuously evaluating available information in order to make timely decisions. This is also the aim of methods for statistical surveillance. Many results are available regarding ...
Modeling influenza incidence for the purpose of on-line monitoring
(2007-11-27)
We describe and discuss statistical models of Swedish influenza data, with special focus on aspects which are important in on-line monitoring. Earlier suggested statistical models are reviewed and the possibility of using ...
Statistical surveillance of cyclical processes with application to turns in business cycles
(University of Gothenburg, 2002-08-01)
On-line monitoring of cyclical processes is studied. An important application is early prediction of the next turn in business cycles by an alarm for a turn in a leading index. Three likelihood based methods for detection ...
Some statistical aspects of methods for detection of turning points in business cycles
(Taylor & Francis, 2006)
Methods for on-line turning point detection in business cycles are discussed. The statistical properties of three likelihood based methods are compared. One is based on a Hidden Markov Model, another includes a non-parametric ...