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Description
  • Two classes of sequential test procedures for detection of changes in autoregressive sequences are developed and their properties are studied when a training set of data without a change is available. Asymptotic results are checked in a simulation study.
  • Two classes of sequential test procedures for detection of changes in autoregressive sequences are developed and their properties are studied when a training set of data without a change is available. Asymptotic results are checked in a simulation study. (en)
  • Dvě třídy sekvenčních testovacích procedur na detekci změny v autoregresních řetězcích a jejich vlastnosti ověřené na zkušební sadě dat bez jakékoli změny. Asymptotické výsledky jsou ověřeny v simulační studii. (cs)
Title
  • Sequential procedures for detection of changes in autoregressive sequences
  • Sekvenční procedury pro detekci změny v autoregresních řetězcích (cs)
  • Sequential procedures for detection of changes in autoregressive sequences (en)
skos:prefLabel
  • Sequential procedures for detection of changes in autoregressive sequences
  • Sekvenční procedury pro detekci změny v autoregresních řetězcích (cs)
  • Sequential procedures for detection of changes in autoregressive sequences (en)
skos:notation
  • RIV/00216208:11320/06:00002563!RIV07-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 437;447
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/06/0186), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 498987
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/06:00002563
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Sequential; procedures; detection; changes; autoregressive; sequences (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [454BCB62B075]
http://linked.open...v/mistoKonaniAkce
  • Praha
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Prague Stochastics 2006
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Koubková, Alena
  • Hušková, Marie
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Univerzita Karlova v Praze. Matematicko-fyzikální fakulta
https://schema.org/isbn
  • 80-86732-75-4
http://localhost/t...ganizacniJednotka
  • 11320
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