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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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Description
  • V práci je studován proces kumulující náhodné přírůstky v náhodných časech - složený bodový proces. Je popsán jako dvourozměrný bodový proces a navržen model jeho intenzity, jejíž obě složky jsou vzájemně závislé. Je formulován jednak obecný případ, pak je rozebírán případ, kdy přírůstky závisí na čase. Je využit regresní model Coxova typu a odvozena konzistence odhadů, a to i pro neparametrickou verzi. Nakonec je studován problém predikce vývoje procesu. (cs)
  • A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study its growth intensity. First, a rather general model allowing for the dependence of both components matually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process behaviour.
  • A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study its growth intensity. First, a rather general model allowing for the dependence of both components matually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process behaviour. (en)
Title
  • Hazard rate model and statistical analysis of a compound point process
  • Hazard rate model and statistical analysis of a compound point process (en)
  • Model intenzity a statistická analýza složeného bodového procesu (cs)
skos:prefLabel
  • Hazard rate model and statistical analysis of a compound point process
  • Hazard rate model and statistical analysis of a compound point process (en)
  • Model intenzity a statistická analýza složeného bodového procesu (cs)
skos:notation
  • RIV/67985556:_____/05:00026452!RIV06-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 773;786
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/04/1294), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 6
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
  • 523087
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/05:00026452
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • couting process; compound process; Cox regression model; intensity (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [B79645E5FE68]
http://linked.open...i/riv/nazevZdroje
  • Kybernetika
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
  • 41
http://linked.open...iv/tvurceVysledku
  • Volf, Petr
http://linked.open...n/vavai/riv/zamer
issn
  • 0023-5954
number of pages
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