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Estimators of generalized RCA models
Estimators of generalized RCA models...
BA - Obecná matematika
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Parameter estimation of the stable GARCH(1,1) model
The paper develops a methodology of parameter estimation of a stable GARCH(1,1) model by simulating a sample from the model, estimating its parameters and comparing estimates with thoeretical values....
BA - Obecná matematika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Median estimator in logistic regression model
of the basic models used for binary data. A demand for accurate and reliable estimates of theparameters of these models is increasing. MLE (Maximum Likelihood Estimates) are used data sets, which have an effect on...
BB - Aplikovaná statistika, operační výzkum
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Model parameters estimation process
The paper presents an overview on parameter estimation process. An explanation of the concept of mathematical models and model parameters starts the discussion. After that, the idea of parameter estimation is prese...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Fully Nonparametric Interest Rate Modelling
Basic themes of document: interest rate modelling; nonparametric estimates; kernel estimate...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Bayesian Estimation of Closed and Open Czech Economy Model
This paper illustrates behaviour of two models estimated on the Czech economy data. Presented models are DSGE models with monetary policy rule, inflation targeting and rational expectations. The first model
AH - Ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation in nonnegative MA(1) models
A new method for estimating parameter in nonnegative MA(1) models is proposed which reduces bias of previously published estimates....
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of model parameters based on the principle of Volterra series
This article is focused on estimation of model parameters based on the principle of Volterra series. Model parameters are estimated with gradient methods because models are nonlinear....
BC - Teorie a systémy řízení
- 2012 •
- D
Rok uplatnění
D - Stať ve sborníku
Estimation of variances in a heteroscedastic RCA(1) model
Estimation of variances in a heteroscedastic RCA(1) model...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Estimation of the input parameters in the Ornstein-Uhlenbeck neuronal model
The estimates of the model parameters are derived. The objective of the methods presented is to provide researchers with quantitative means in order to estimate parameters of stochastic neuronal model......
ED - Fyziologie
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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