Accuracy of estimates in autoregressive models when moving blocks method is applied

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F07%3A00005481" target="_blank" >RIV/00216275:25410/07:00005481 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

čeština

Original language name

Přesnost odhadu v autoregresních modelech při použití metody klouzavých bloků

Original language description

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.

Czech name

Přesnost odhadu v autoregresních modelech při použití metody klouzavých bloků

Czech description

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.

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2007

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Volume of the periodical

3

Issue of the periodical within the volume

4

Country of publishing house

SK - SLOVAKIA

Number of pages

5

Pages from-to

89-93

UT code for WoS article

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EID of the result in the Scopus database

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