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Non-Negative Time Series and Their Applications
A survey of estimating methods for non-negative time series with applications.
BA - Obecná matematika
- 2011 •
- B
Rok uplatnění
B - Odborná kniha
Time Series - Bayesian Analysis of AR(1) and AR(2) Processes
This paper stresses Bayesian analysis of the linear non-negative AR processes. It summarises published results for the linear non-negative AR(1) and AR(2) models with exponentially distributed residuals and suggest...
BB - Aplikovaná statistika, operační výzkum
- 2000 •
- D
Rok uplatnění
D - Stať ve sborníku
Quasi-Likelihood Estimation in Volatility Models for Semi-Continuous Time Series
Time series containing non-negligible portion of possibly dependent zeros, whereas the remaining observations are positive, are considered. They are regarded as GARCH processes consisting of non-negative v...
Statistics and probability
- 2024 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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Analysis of univariate non-stationary time series with R software
Time series of quarterly estimates of US gross national product ($ bil.) during years 1948 through 2005 was analyzed by model of seasonal SARIMA, as computationally, randomly distributed residuals with non-significant autoc...
JU - Aeronautika, aerodynamika, letadla
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Score-Driven Count Time Series
Main topics of the document: count time series; Score-Driven Model; Poisson distribution; negative binomial distribution; generalized Poisson distribution; double Poisson distribution......
Statistics and probability
- 2019 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Financial time series and their features.
Basic themes in document: financial time series; non-normality; non-linearity; classical assumptions. Ş ´ Î Ń Ó Ő Ú Ý C......
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Methods of parameter estimate in non negative temporal series and their application for real data analysis
BB - Aplikovaná statistika, operační výzkum
- 1997 •
- X
Rok uplatnění
X - Nezařazeno
Wavelet-Based Test for Time Series Non-Stationary
Main topics of the document: Wavelets; time series; non-stationarity; bootstrap; hypothesis test; gross domestic product...
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Non-stochastic prediction span as a predicting tool in economic time series
Main topics of the document: combinations of polynomial trend curves; non stochastic prediction span; variability of seasonally adjusted time series......
Statistics and probability
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Time Series Analysis of the Employment Rate in the Czech Republic in 2005-2016
Main topics of the document: employment rate; non-stationary time series; regression analysis; cointegration...
Statistics and probability
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
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