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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

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

  • e-ISSN

  • Number of pages

    9

  • Pages from-to

  • 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