Publication detail

Přesnost odhadu v autoregresních modelech při použití metody klouzavých bloků

Authors: Kubanová Jana | Linda Bohdan | Semerák Pavel

Year: 2007

Type of publication: článek v odborném periodiku

Name of source: Forum Statisticum Slovacum

Publisher name: Slovenská štatistická a demografická spoločnosť

Place: Bratislava

Page from-to: 89-93

Titles:

Language	Name	Abstract	Keywords
cze	Přesnost odhadu v autoregresních modelech při použití metody klouzavých bloků	The method of moving blocks is described in this paper. This method can help to determine the accuracy of the estimated parameters in time series. The commonly used AR(p) methods have such disadvantage that they underlie to the selected model. When the selection of the model is inaccurate, it is possible to reach the misguided or incorrect results.	Metoda klouzavých bloků překrývajících se a nepřekrývajících se, bootstrap, odhady parametrů
eng	Accuracy of estimates in autoregressive models when moving blocks method is applied	The method of moving blocks is described in this paper. This method can help to determine the accuracy of the estimated parameters in time series. The commonly used AR(p) methods have such disadvantage that they underlie to the selected model. When the selection of the model is inaccurate, it is possible to reach the misguided or incorrect results.	moving blocks overlapping and not overlapping, bootstrap method, parameters estimate

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