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Description
  • The contribution studies a stochastic process which cumulates random increments at random moments, the cumulative process. We deal with the models and statistical analysis of the heterogeneity factors influencing both the intensity of increments and their magnitudes. We propose the estimates of these heterogeneities and we evaluate corresponding probability distributions. An application dealing with the process of financial transactions is solved.
  • The contribution studies a stochastic process which cumulates random increments at random moments, the cumulative process. We deal with the models and statistical analysis of the heterogeneity factors influencing both the intensity of increments and their magnitudes. We propose the estimates of these heterogeneities and we evaluate corresponding probability distributions. An application dealing with the process of financial transactions is solved. (en)
Title
  • Model and analysis of heterogeneity of random sums.
  • Model and analysis of heterogeneity of random sums. (en)
skos:prefLabel
  • Model and analysis of heterogeneity of random sums.
  • Model and analysis of heterogeneity of random sums. (en)
skos:notation
  • RIV/67985556:_____/02:16020090!RIV/2003/GA0/A16003/N
http://linked.open.../vavai/riv/strany
  • 265;271
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/01/0539), Z(AV0Z1075907)
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
  • 653662
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/02:16020090
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • random process; random sum; intensity (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [CACF9A6174F6]
http://linked.open...v/mistoKonaniAkce
  • Ostrava [CZ]
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 20th International Conference Mathematical Methods in Economics 2002.
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Volf, Petr
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
  • Technical University
https://schema.org/isbn
  • 80-248-0153-1
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