Monitoring recessions : a Bayesian sequential quickest detection method
Haixi Li, Xuguang Simon Sheng, Jingyun Yang
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Haixi ; Sheng, Xuguang ; Yang, Jingyun |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 2, p. 500-510
|
| Subject: | Bayesian decision theoretic framework | Business cycle | Markov switching | Optimal stopping | Turning points | Konjunktur | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Suchtheorie | Search theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.06.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012792846