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Modelling of the development of the selected indicators of the insurance market
it is helpful touse bootstrap methods. This paper deals with the application of the bias reduced bootstrap method to the Box-Jenkins methodology. Several methods of nonparametric bootstrap for a bias reduced estimate of th...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Maximum non-extensive entropy block bootstrap for non-stationary processes
correlation between the actual and bootstrapped time series. We propose the Maximum Entropy Block Bootstrap which preserves the rank correlation locally. Further, we also introduce the Maximum non-extensive Entropy Blo...
AH - Ekonomie
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Block bootstrap for dependent errors-in-variables
. One possible solution to this dilemma is a block bootstrap. Anappropriate moving block bootstrap procedure is provided and its correctness proved. The results......
Statistics and probability
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
RE-SAMPLING ESTIMATION IN TIME SERIES
the residuals. The different presented method is called the moving block bootstrap methods for bootstrapping time series are described in the paper. The simplest model the bootstrapping of residuals approach. The ...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Bootstrap methods of the coefficients estimates of the trend function in the time series
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 bootst...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
A note studentized confidence intervals for the change-point
Studied time series models with an abrupt change in the mean with dependent errors. A suitable version of bootstrap is proposed, properties studied, simulation study checks the finite dimensional properties....
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Estimation of Coefficients in Autoregressive Models of the Financial Time Series by Bootstrap
or bias and standard error of them at least. The bootstrap methods were developed just for estimation of these characteristics. Bootstrap methods are required to be a compromise......
BB - Aplikovaná statistika, operační výzkum
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
Abrupt change in mean using block bootstrap and avoiding variance estimation
the consistency of the test under the alternatives. A block bootstrap method is developed. The validity of the bootstrap algorithm is shown. The results are illustrated through......
Statistics and probability
- 2018 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Bootstrapping Not Independent and Not Identically Distributed Data
intervals and testing hypotheses cannot be directly applied. Bootstrap seems to be a plausible alternative. A methodological framework for bootstrapping not independent of the proposed procedures. Among others, bootstrap l...
Statistics and probability
- 2022 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Accuracy of estimates in autoregressive models when moving blocks method is applied
The method of moving blocks is described in this paper. This method can help to determine the accuracy of the estimated parameters in time series. The commonly used AR(p) methods have such disadvantage that they underlie to the selected mode...
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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