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Early warnings for turns in business cycles and finance
(University of Gothenburg, 2003-06-01)
In many areas, it is important to detect turning points in time series early and without faults. Turns in business cycles and financial time series are discussed here.
A variety of approaches for analyzing the turns in ...
Evaluations of likelihood based surveillance of volatility
(2007-12-13)
The volatility of asset returns are important in finance. Different likelihood based methods of statistical surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ...
Methods and evaluations for surveillance in industry, business, finance, and public health
(University of Gothenburg, 2011-02-10)
n overview on surveillance in different areas is given. Even though methods have been developed under different scientific cultures, the statistical concepts can be the same. When the statistical problems are the same, ...
Statistical surveillance of business cycles
(University of Gothenburg, 1994-01-01)
Methods for timely detection of turning-points in business cycles are discussed from a statistical point of view. The theory on optimal surveillance is used to characterize different approaches advocated in literature. ...
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. ...
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 ...