Accuracy of estimates in autoregressive models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F07%3A00005482" target="_blank" >RIV/00216275:25410/07:00005482 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
čeština
Original language name
Přesnost odhadu v autoregresních modelech
Original language description
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.
Czech name
Přesnost odhadu v autoregresních modelech
Czech description
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.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2007
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
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
8
Pages from-to
81-88
UT code for WoS article
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EID of the result in the Scopus database
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