| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0314098 |
| utime |
20240111140708.9 |
| mtime |
20090326235959.9 |
| WOS |
000260473000016 |
| title
(primary) (eng) |
A parametric model for discrete- valued time series |
| specification |
| page_count |
9 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0314097 |
| ISSN |
1210-3195 |
| title
|
Probastat 06 |
| page_num |
155-163 |
| publisher |
| place |
Bratislava |
| name |
Mathematical institute, Slovak Academy of Sciences |
| year |
2008 |
|
| editor |
| name1 |
Pázman |
| name2 |
Andrej |
|
| editor |
| name1 |
Volaufová |
| name2 |
Julia |
|
| editor |
| name1 |
Witkovský |
| name2 |
Viktor |
|
|
| title
(cze) |
Parametrický model pro časové řady s diskrétními hodnotami |
| keyword |
Markov Chains |
| keyword |
Gibbs distributions |
| keyword |
statistical estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0101114 |
| name1 |
Janžura |
| name2 |
Martin |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101083 |
| name1 |
Fialová |
| name2 |
Lucie |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA201/06/1323 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0217370 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| abstract
(cze) |
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. |
| action |
| ARLID |
cav_un_auth*0243461 |
| name |
Probastat 06 |
| place |
Smolenice |
| dates |
05.06.2006-09.06.2006 |
| country |
SK |
|
| reportyear |
2009 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0164719 |
| arlyear |
2008 |
| mrcbU34 |
000260473000016 WOS |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0314097 Probastat 06 1210-3195 155 163 Probastat 06 Bratislava Mathematical institute, Slovak Academy of Sciences 2008 Tatra Mountains Mathematical Publications 39 |
| mrcbU67 |
Pázman Andrej 340 |
| mrcbU67 |
Volaufová Julia 340 |
| mrcbU67 |
Witkovský Viktor 340 |
|