Model and analysis of heterogeneity of random sums.

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020090" target="_blank" >RIV/67985556:_____/02:16020090 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Model and analysis of heterogeneity of random sums.
Original language description
The contribution studies a stochastic process which cumulates random increments at random moments, the cumulative process. We deal with the models and statistical analysis of the heterogeneity factors influencing both the intensity of increments and their magnitudes. We propose the estimates of these heterogeneities and we evaluate corresponding probability distributions. An application dealing with the process of financial transactions is solved.
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F01%2F0539" target="_blank" >GA402/01/0539: Development and Decision under Uncertainty in Economic Time Dependent Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 20th International Conference Mathematical Methods in Economics 2002.
ISBN
80-248-0153-1
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
265-271
Publisher name
Technical University
Place of publication
Ostrava
Event location
Ostrava [CZ]
Event date
Sep 3, 2002
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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