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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 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 ...