. "[57E04A345A7A]" . "Je \u0159e\u0161en estima\u010Dn\u00ED probl\u00E9m pro odhad stavu stochasticky neur\u010Dit\u00E9ho modelu. Tyto modely jsou d\u016Fle\u017Eit\u00E9 ve finan\u010Dn\u00ED ekonometrii. Je odvozen rekurzivn\u00ED vztah pro v\u00FDpo\u010Det Cram\u00E9r-Raovy meze pro odhad stavu. Pozornost je v\u011Bnovan\u00E1 i regularit\u011B \u00FAlohy. Mez slou\u017E\u00ED jako m\u011B\u0159\u00EDtko kvality neline\u00E1rn\u00EDho filtru."@cs . "Cram\u00E9r-Rao bound for stochastic volatility model" . "Cram\u00E9r-Rao bound for stochastic volatility model"@en . "Cram\u00E9r-Rao bound for stochastic volatility model" . . "P(GA102/01/0021), Z(MSM 235200004)" . . "2"^^ . . . . . . . "PROCEEDINGS OF THE 15TH IFAC WORLD CONGRESS" . . "Oxford" . "Cram\u00E9r-Raova mez pro stochasticky neur\u010Dit\u00FD model"@cs . "2"^^ . "\u0160imandl, Miroslav" . "6"^^ . . "nonlinear models; Cram\u00E9r-Rao bound; nonlinear filters; financial systems; stochastic systems"@en . . "0-08-044233-1" . "173-178" . "RIV/49777513:23520/03:00000084!RIV07-GA0-23520___" . . "Elsevier" . . . . "Estimation problem for the stochastic volatility (SV) model, which is significant in financial conometrics, is discussed. Recursive relations for computation of the Cram\u00E9r-Rao (CR) bound are derived for state and parameter estimation of this model. An attention is paid to regularity conditions for CR bound calculation. As the CR bound represents a lower bound of the mean-square error of an estimate, it can serve as a gauge of quality of nonlinear estimators for the SV model." . . "Cram\u00E9r-Rao bound for stochastic volatility model"@en . . "602368" . "23520" . "Estimation problem for the stochastic volatility (SV) model, which is significant in financial conometrics, is discussed. Recursive relations for computation of the Cram\u00E9r-Rao (CR) bound are derived for state and parameter estimation of this model. An attention is paid to regularity conditions for CR bound calculation. As the CR bound represents a lower bound of the mean-square error of an estimate, it can serve as a gauge of quality of nonlinear estimators for the SV model."@en . . "Kr\u00E1lovec, Jakub" . "RIV/49777513:23520/03:00000084" . "Cram\u00E9r-Raova mez pro stochasticky neur\u010Dit\u00FD model"@cs . .