| bibtype |
J -
Journal Article
|
| ARLID |
0411136 |
| utime |
20240903170615.1 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
On unequally spaced AR(1) process |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
39 |
| volume |
1 (2003) |
| page_num |
13-27 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
process |
| keyword |
unequally spaced |
| keyword |
autocorrelation coefficient |
| author
(primary) |
| ARLID |
cav_un_auth*0101205 |
| name1 |
Šindelář |
| name2 |
Jan |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101130 |
| name1 |
Knížek |
| name2 |
Jiří |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
NO6458 |
| agency |
GA MZd |
| ARLID |
cav_un_auth*0030396 |
|
| project |
| project_id |
KSK1019101 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0000219 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
Discrete autoregressive process of the first order is considered. The process is observed at unequally spaced time instants. Both least squares estimate and maximum likelihood estimate of the autocorrelation coefficient are analyzed. We show some dangers related with the estimates when the true value of the autocorrelation coefficient is small. Monte-Carlo method is used to illustrate the problems. |
| RIV |
BB |
| department |
SI, AS |
| mrcbC52 |
4 O 4o 20231122133524.9 |
| permalink |
http://hdl.handle.net/11104/0131223 |
| ID_orig |
UTIA-B 20030123 |
| arlyear |
2003 |
| mrcbTft |
\nSoubory v repozitáři: 0411136.pdf |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 39 č. 1 2003 13 27 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|