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  • The main limitation of many statistical methods consists in the fact that they usually require fulfilments of many different assumptions that cannot often be verified. This problem arises frequently at the time series, too. In this case it is helpful to use 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 the autoregressive parameters ? of AR(1) and AR(2) are presented in this paper: model oriented bootstrap, overlapping moving blocks and not-overlapping moving blocks. A comparison of the results of the classical and resampling methods is performed for the premium written time series.
  • The main limitation of many statistical methods consists in the fact that they usually require fulfilments of many different assumptions that cannot often be verified. This problem arises frequently at the time series, too. In this case it is helpful to use 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 the autoregressive parameters ? of AR(1) and AR(2) are presented in this paper: model oriented bootstrap, overlapping moving blocks and not-overlapping moving blocks. A comparison of the results of the classical and resampling methods is performed for the premium written time series. (en)
Title
  • Modelling of the development of the selected indicators of the insurance market
  • Modelling of the development of the selected indicators of the insurance market (en)
skos:prefLabel
  • Modelling of the development of the selected indicators of the insurance market
  • Modelling of the development of the selected indicators of the insurance market (en)
skos:notation
  • RIV/00216275:25410/11:39894562!RIV13-GA0-25410___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/1866)
http://linked.open...iv/cisloPeriodika
  • 249-252
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
  • 213117
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/11:39894562
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Insurance, financial covering of the risk, parameters estimate, bootstrap method, autoregressive models, overlapping moving blocks, not overlapping moving blocks, extrapolation. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • IN - Indická republika
http://linked.open...ontrolniKodProRIV
  • [236E6CD2F576]
http://linked.open...i/riv/nazevZdroje
  • Calcutta Statistical Association bulletin
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...v/svazekPeriodika
  • 63
http://linked.open...iv/tvurceVysledku
  • Kubanová, Jana
  • Linda, Bohdan
issn
  • 0008-0683
number of pages
http://localhost/t...ganizacniJednotka
  • 25410
is http://linked.open...avai/riv/vysledek of
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