Monitoring cyclical processes. A non-parametric approach
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Cites work
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Control charts based on order-restricted tests
- Evaluations of likelihood ratio methods for surveillance.
- scientific article; zbMATH DE number 47701 (Why is no real title available?)
- scientific article; zbMATH DE number 193111 (Why is no real title available?)
- scientific article; zbMATH DE number 910832 (Why is no real title available?)
- On Optimum Methods in Quickest Detection Problems
- Optimal surveillance
- Some principles for surveillance adopted for multivariate processes with a common change point
Cited in
(15)- On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
- Identifying turning points in the business cycle
- The Impact of Intensity in Surveillance of Cyclical Processes
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
- Properties and Use of the Shewhart Method and Its Followers
- Evaluations of some Exponentially Weighted Moving Average methods
- Some statistical aspects of methods for detection of turning points in business cycles
- Semiparametric surveillance of monotonic changes
- Verification of Turning Points
- Statistical Surveillance. Optimality and Methods
- scientific article; zbMATH DE number 910702 (Why is no real title available?)
- Predicting recessions using trends in the yield spread
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems
- Evaluation of multivariate surveillance
- Semiparametric estimation of outbreak regression
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