This HTML5 document contains 42 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
dctermshttp://purl.org/dc/terms/
n11http://localhost/temp/predkladatel/
n17http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n16http://linked.opendata.cz/resource/domain/vavai/projekt/
n12http://linked.opendata.cz/ontology/domain/vavai/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n18http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F49777513%3A23510%2F05%3A00000004%21RIV06-GA0-23510___/
n8http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n15http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n9http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n6http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n7http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n4http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n14http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F49777513%3A23510%2F05%3A00000004%21RIV06-GA0-23510___
rdf:type
skos:Concept n12:Vysledek
dcterms:description
V článku je diskutován SETAR (self-exciting threshold autoregressive) proces s GARCH chybou. Je zde zopakován klasický příklad Pippenbergra a Goeringa a je provedena nová Monte Carlo studie síly Dickey-Fullerova testu pro SETAR model s GARCH chybou. There is discussed self-exciting threshold autoregressive process with GARCH error. Classical example of Pippenger and Goering is repeated and new Monte Carlo study of the power of the Dickey-Fuller test for SETAR model with GARCH error is done. There is discussed self-exciting threshold autoregressive process with GARCH error. Classical example of Pippenger and Goering is repeated and new Monte Carlo study of the power of the Dickey-Fuller test for SETAR model with GARCH error is done.
dcterms:title
SETAR models with GARCH errors SETAR modely s GARCH chybou SETAR models with GARCH errors
skos:prefLabel
SETAR modely s GARCH chybou SETAR models with GARCH errors SETAR models with GARCH errors
skos:notation
RIV/49777513:23510/05:00000004!RIV06-GA0-23510___
n3:strany
49-52
n3:aktivita
n9:P
n3:aktivity
P(GA402/05/2394)
n3:cisloPeriodika
0
n3:dodaniDat
n14:2006
n3:domaciTvurceVysledku
n17:2536196
n3:druhVysledku
n4:J
n3:duvernostUdaju
n15:S
n3:entitaPredkladatele
n18:predkladatel
n3:idSjednocenehoVysledku
542446
n3:idVysledku
RIV/49777513:23510/05:00000004
n3:jazykVysledku
n6:eng
n3:klicovaSlova
Self-Exciting Threshold Autoregressive process; SETAR model; GARCH Error; Power of the DF Test
n3:klicoveSlovo
n8:SETAR%20model n8:Power%20of%20the%20DF%20Test n8:GARCH%20Error n8:Self-Exciting%20Threshold%20Autoregressive%20process
n3:kodStatuVydavatele
CA - Kanada
n3:kontrolniKodProRIV
[BC9B324FF8BC]
n3:nazevZdroje
IIAS - Transactions on System Research and Cybernetics
n3:obor
n7:BB
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n16:GA402%2F05%2F2394
n3:rokUplatneniVysledku
n14:2005
n3:svazekPeriodika
5
n3:tvurceVysledku
Potměšil, Jaroslav
s:issn
1609-8625
s:numberOfPages
4
n11:organizacniJednotka
23510