Search
Now showing items 1-3 of 3
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 ...
Optimal surveillance Based on exponentially weighted moving averages
(University of Gothenburg, 2002-01-01)
Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred, with control of false alarms. The EWMA, exponentially weighted moving average, method for surveillance ...