Publikace detail

Přesnost odhadu v autoregresních modelech

Autoři: Kubanová Jana | Linda Bohdan

Rok: 2007

Druh publikace: článek v odborném periodiku

Název zdroje: Forum Statisticum Slovacum

Název nakladatele: Slovenská štatistická a demografická spoločnosť

Místo vydání: Bratislava

Strana od-do: 81-88

Tituly:

Jazyk	Název	Abstrakt	Klíčová slova
cze	Přesnost odhadu v autoregresních modelech	The time series analysis is very common problem of the economical practice. AR(p) models can be quite suitable tool in certain cases. The goal is to estimate the parameters of these models. The estimates can be provided by the classical methods of the mathematical statistics, but one important question emerges, respectively how exact is such estimate. The resampling methods can offer any solution when the first or second order autoregressive model is applied. Both of the mentioned methods are based in fitting of the model and subsequently in simulation of its residuals by the bootstrap process.	autoregresní modely, bootstrapová methoda, odhady parametrů
eng	Accuracy of estimates in autoregressive models	The time series analysis is very common problem of the economical practice. AR(p) models can be quite suitable tool in certain cases. The goal is to estimate the parameters of these models. The estimates can be provided by the classical methods of the mathematical statistics, but one important question emerges, respectively how exact is such estimate. The resampling methods can offer any solution when the first or second order autoregressive model is applied. Both of the mentioned methods are based in fitting of the model and subsequently in simulation of its residuals by the bootstrap process.	autoregressive models, bootstrap method, parameters estimate

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