bibtype	C - Conference Paper (international conference)
ARLID	0041468
utime	20240103182750.6
mtime	20061009235959.9
title (primary) (eng)	Bayesian approach to change point detection of unemployment rate via MCMC methods
specification	page_count 6 s.
serial	ARLID cav_un_epca*0076799 ISBN 978-80-7043-480-2 title Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 page_num 447-452 publisher place Plzeň name University of West Bohemia in Pilsen year 2006 editor name1 Lukáš name2 L.
title (cze)	Bayesovská detekce změny v míře nezaměstnanosti s použitím MCMC metod
keyword	Change point
keyword	unemployment rate
keyword	MCMC
keyword	poisson model
author (primary)	ARLID cav_un_auth*0215814 name1 Reisnerová name2 Soňa institution UTIA-B fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI	12B
cas_special	project project_id IAA101120604 agency GA AV ČR ARLID cav_un_auth*0215816 research CEZ:AV0Z10750506 abstract (eng) The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The change is detected with the Markov chain Monte Carlo procedure. An application to Czech Republic data 1998-2003 is presented. abstract (cze) Přírůstky počtu nezaměstnaných jsou modelovány jako časová řada Poissonových náhodných veličin, jejichž intensita má linearní trend s možnou změnou i skokem. Tato změna je detekována pomocí MCMC prodcedury, metoda je použita na analýzu dat z ČR z let 1998-2003. action ARLID cav_un_auth*0216663 name Mathematical Methods in Economics 2006 place Plzeň dates 13.09.2006-15.09.2006 country CZ reportyear 2010 RIV BB permalink http://hdl.handle.net/11104/0134929 arlyear 2006 mrcbU63 cav_un_epca*0076799 Proceedings of the 24th International Conference Mathematical Methods in Economics 2006 978-80-7043-480-2 447 452 Plzeň University of West Bohemia in Pilsen 2006 mrcbU67 Lukáš L. 340