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National Repository of Grey Literature

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	Summary statistics of spatial point processes Mirtes, Lukáš ; Lechnerová, Radka (advisor) ; Pawlas, Zbyněk (referee) The paper presents introduction to spatial point processes and their characteristics. The reader is familiar with Poisson point process, which plays fundamental role in the theory of point processes. Basic properties and summary statistics are introruced with nonparametric estimations. The work is concluded by example of the point process including estimations of some charakteristics. Detailed record
	Statistical tests for VaR and CVaR Mirtes, Lukáš ; Pešta, Michal (advisor) ; Večeř, Jan (referee) The thesis presents test statistics of Value-at-Risk and Conditional Value-at-Risk. The reader is familiar with basic nonparametric estimators and their asymptotic distributions. Tests of accuracy of Value-at- Risk are explained and asymptotic test of Conditional Value-at-Risk is derived. The thesis is concluded by process of backtesting of Value-at-Risk model using real data and computing statistical power and probability of Type I error for selected tests. Powered by TCPDF (www.tcpdf.org) Detailed record
	Summary statistics of spatial point processes Mirtes, Lukáš ; Lechnerová, Radka (advisor) ; Pawlas, Zbyněk (referee) The paper presents introduction to spatial point processes and their characteristics. The reader is familiar with Poisson point process, which plays fundamental role in the theory of point processes. Basic properties and summary statistics are introruced with nonparametric estimations. The work is concluded by example of the point process including estimations of some charakteristics. Detailed record

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