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Optimal Surveillance Based on Exponentially Weighted Moving Averages
(Taylor & Francis, 2006)
Statistical surveillance is used to detect an important change in a process as soon as possible after it has occurred. The EWMA method is used in industry, economics and medicine. Three optimality criteria of surveillance ...
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 ...