| bibtype |
V -
Research Report
|
| ARLID |
0333264 |
| utime |
20240111140730.0 |
| mtime |
20091210235959.9 |
| title
(primary) (eng) |
Stochastic Catastrophe Theory |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR, v.v.i |
| pub_time |
2009 |
|
| specification |
| page_count |
9 s. |
| media_type |
www |
|
| edition |
| name |
Research Report |
| volume_id |
2253 |
|
| title
(cze) |
Stochastická teorie katastrof |
| keyword |
stochastic catastrophe theory |
| keyword |
Cusp transition density |
| keyword |
finite difference |
| author
(primary) |
| ARLID |
cav_un_auth*0101230 |
| name1 |
Vošvrda |
| name2 |
Miloslav |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0256753 |
| name1 |
Voříšek |
| name2 |
Jan |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GD402/09/H045 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253998 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The so called Cusp deterministic catastrophe model extends the classical linear regression adding nonlinearity into a model. A property of a stochatic catastrophe model connected with stochastic differential equation could be described by density, which is known in closed-form only in stationary case. The approximation of the transition density is done here by finite difference metod. |
| abstract
(cze) |
Tzv. Cusp deterministický model katastrof je rozšířen o klasickou lineární regresi, dodávající nelinearitu do modelu. Vlastnost stochastického modelu katastrof spojena se stochastickou diferenciální rovnicí může být popsána hustotou, která je v uzavřeném tvaru pouze pro stacionární případ. Ve zprávě je uvedena aproximace této hustoty pomocí metody konečných diferencí. |
| reportyear |
2010 |
| RIV |
AH |
| mrcbC52 |
4 O 4o 20231122133850.7 |
| permalink |
http://hdl.handle.net/11104/0178295 |
| arlyear |
2009 |
| mrcbTft |
\nSoubory v repozitáři: 0333264.pdf |
| mrcbU10 |
2009 |
| mrcbU10 |
Praha ÚTIA AV ČR, v.v.i |
| mrcbU56 |
pdf |
|