An Optimal Design of Early Warning Systems: A Bayesian Quickest Change Detection Approach
Year of publication: |
2012-03
|
---|---|
Authors: | Li, Haixi |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | early warning system | financial crises | monetary policy | Bayesian quickest change detection | optimal stopping |
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