Pages that link to "Item:Q3592562"
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The following pages link to Some statistical aspects of methods for detection of turning points in business cycles (Q3592562):
Displaying 10 items.
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- Shewhart’s Idea of Predictability and Modern Statistics (Q2787315) (← links)
- (Q3368227) (← links)
- Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (Q3396404) (← links)
- Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems (Q5123385) (← links)
- Signaling NBER turning points: a sequential approach (Q5128925) (← links)
- Estimating the turning point location in shifted exponential model of time series (Q5138618) (← links)
- Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- Sequential smoothing for turning point detection with application to financial decisions (Q6570561) (← links)
