About: On unequally spaced AR(1) process.

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Discrete autoregressive process of the first order is considered. The process is observed at unequally spaced time instants. Both least squares estimate and maximum likelihood estimate of the autocorrelation coefficient are analyzed. We show some dangers related with the estimates when the true value of the autocorrelation coefficient is small. Monte-Carlo method is used to illustrate the problems. Discrete autoregressive process of the first order is considered. The process is observed at unequally spaced time instants. Both least squares estimate and maximum likelihood estimate of the autocorrelation coefficient are analyzed. We show some dangers related with the estimates when the true value of the autocorrelation coefficient is small. Monte-Carlo method is used to illustrate the problems. (en)
Title	On unequally spaced AR(1) process. On unequally spaced AR(1) process. (en)
skos:prefLabel	On unequally spaced AR(1) process. On unequally spaced AR(1) process. (en)
skos:notation	RIV/67985556:_____/03:16030123!RIV/2004/AV0/A16004/N
http://linked.open.../vavai/riv/strany	13;27
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(KSK1019101), P(NO6458), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2004
http://linked.open...aciTvurceVysledku	Knížek, Jiří Šindelář, Jan
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	619525
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/03:16030123
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	process; unequally spaced; autocorrelation coefficient (en)
http://linked.open.../riv/klicoveSlovo	autocorrelation coefficient unequally spaced process
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[E44F8B162B3D]
http://linked.open...i/riv/nazevZdroje	Kybernetika
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Mathematics, computer science and cybernetics: methods, tools and applications Design of a Computer Module for Information Analysis of Time Series of Autonomous Protein System Responses (MIAPS)
http://linked.open...UplatneniVysledku	2003
http://linked.open...v/svazekPeriodika	39
http://linked.open...iv/tvurceVysledku	Šindelář, Jan Knížek, Jiří
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control
issn	0023-5954
number of pages	15 (xsd:int)

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