Probabilistic Detection of Turning Points in Monthly Business Activity

Danny Pfeffermann; Tzen Ping Liu; Frangois Ben-Zur

doi:10.1002/9781118150504.ch29

Probabilistic Detection of Turning Points in Monthly Business Activity

Danny Pfeffermann, Tzen Ping Liu, Frangois Ben-Zur

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

This chapter contains sections titled: Data Sources and Study Objectives Models Fitted to the Series Model Estimation and Computation of Turning Points Probabilities Empirical Results Concluding Remarks.

Original language	English
Title of host publication	Business Survey Methods
Publisher	wiley
Pages	567-588
Number of pages	22
ISBN (Electronic)	9781118150504
ISBN (Print)	0471598526, 9781118150535
DOIs	https://doi.org/10.1002/9781118150504.ch29
State	Published - 1 Jan 2011

Bibliographical note

Publisher Copyright:
© 1995 by John Wiley & Sons, Inc. All rights reserved.

Keywords

monthly business activity
population values
probabilistic detection
time series models
turning point

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10.1002/9781118150504.ch29

Cite this

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Probabilistic Detection of Turning Points in Monthly Business Activity

Abstract

Bibliographical note

Keywords

Access to Document

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