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  • The prognostications based on the Box-Jenkins methodology are dependent above all upon the quality of the parameters estimates of the used models. We usually aren?t able to determine the exact probability distribution of these estimators 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 solution for the cases when application of exact methods is impossible or too complicated.
  • The prognostications based on the Box-Jenkins methodology are dependent above all upon the quality of the parameters estimates of the used models. We usually aren?t able to determine the exact probability distribution of these estimators 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 solution for the cases when application of exact methods is impossible or too complicated. (en)
  • Předpovědi založené na Box-Jenkins metodologii zívisí na kvalitě odhadů v použitém modelu. V praxi je často obtížné určit přesné pravděpodobnostní rozdělení odhadů, biasu či standardní chyby. Pomocí bootstrapové metody lze toto rozdělení odhadnout. Bootstrapovou metodu lze použíj jako kompromisní řešení v případech, kdy nelze použít exaktní metody nebo kdy je jeich užití příliš komplikované. (cs)
Title
  • Estimation of Coefficients in Autoregressive Models of the Financial Time Series by Bootstrap
  • Estimation of Coefficients in Autoregressive Models of the Financial Time Series by Bootstrap (en)
  • Odhad koeficientů v autoregresních modelech finančních časových řad bootstrapovou metodou (cs)
skos:prefLabel
  • Estimation of Coefficients in Autoregressive Models of the Financial Time Series by Bootstrap
  • Estimation of Coefficients in Autoregressive Models of the Financial Time Series by Bootstrap (en)
  • Odhad koeficientů v autoregresních modelech finančních časových řad bootstrapovou metodou (cs)
skos:notation
  • RIV/00216275:25410/08:00007286!RIV09-GA0-25410___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/06/0084)
http://linked.open...vai/riv/dodaniDat
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  • 366542
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  • RIV/00216275:25410/08:00007286
http://linked.open...riv/jazykVysledku
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  • extrapolation; parameters estimate; bootstrap method; autoregressive models; moving blocks overlapping and not overlapping methods (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [6C2C580F48B3]
http://linked.open...v/mistoKonaniAkce
  • Hanoi, Vietnam
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Book of Abstracts CAPS 2008
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
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  • Kubanová, Jana
  • Linda, Bohdan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Agentura Action M
https://schema.org/isbn
  • 978-80-86742-27-4
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  • 25410
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