Bootstrap methods of the coefficients estimates of the trend function in the time series
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F09%3A00009331" target="_blank" >RIV/00216275:25410/09:00009331 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Bootstrap methods of the coefficients estimates of the trend function in the time series
Original language description
The usual methods of time series coefficients estimates require various presumptions, which are often not fulfilled in praxis. It is problematic to determine reliability of these estimates in such cases. These estimates deficiencies remove bootstrap methods, which offer estimates of their bias and standard error.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Aktuárska veda v teórii a v praxi
ISBN
978-80-225-2837-5
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
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Publisher name
Ekonomická univerzita v Bratislave, Vydavatelsťvo EKONÓM
Place of publication
Bratislava
Event location
Bratislava
Event date
Nov 26, 2009
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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