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Description
  • A parametric model for statistical analysis of Markov chains type models is constructed. Within the proposed model we can estimate the unknown parameter by simultaneous optimization of a collection of short-range objective functions. The estimate is proved to be consistent and asymptotically normal. Under mild conditions the estimate agrees with the standard maximum likelihood one, and, therefore, is also asymptotically efficient.
  • A parametric model for statistical analysis of Markov chains type models is constructed. Within the proposed model we can estimate the unknown parameter by simultaneous optimization of a collection of short-range objective functions. The estimate is proved to be consistent and asymptotically normal. Under mild conditions the estimate agrees with the standard maximum likelihood one, and, therefore, is also asymptotically efficient. (en)
  • Je zkonstruován parametrický model pro statistickou analýzu procesů typu Markovových řetězců. V rámci navrženého modelu můžeme odhadovat neznámý parametr pomocí simultánní optimalizace účelových funkcí o krátkém dosahu. Je ukázáno, že odhal je konzistentní a asymptoticko-normální. Za mírných předpokladů je odhad totožný s maximálně věrohodným a potom je také asymptoticko-eficientní. (cs)
Title
  • A parametric model for discrete- valued time series
  • A parametric model for discrete- valued time series (en)
  • Parametrický model pro časové řady s diskrétními hodnotami (cs)
skos:prefLabel
  • A parametric model for discrete- valued time series
  • A parametric model for discrete- valued time series (en)
  • Parametrický model pro časové řady s diskrétními hodnotami (cs)
skos:notation
  • RIV/67985556:_____/08:00314098!RIV09-GA0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/06/1323), Z(AV0Z10750506)
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
  • 354381
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/08:00314098
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Markov Chains; Gibbs distributions; statistical estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [24C606FE5725]
http://linked.open...v/mistoKonaniAkce
  • Smolenice
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • Probastat 06
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...iv/tvurceVysledku
  • Fialová, Lucie
  • Janžura, Martin
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000260473000016
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
issn
  • 1210-3195
number of pages
http://purl.org/ne...btex#hasPublisher
  • Mathematical institute, Slovak Academy of Sciences
is http://linked.open...avai/riv/vysledek of
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