Original title: Strukturální změny ekonomických veličin
Translated title: Structural changes of economic variables
Authors: Nerglová, Eva ; Marušiaková, Miriam (referee) ; Prášková, Zuzana (advisor)
Document type: Master’s theses
Year: 2007
Language: cze
Abstract: Nazev prace: Strukturalni zmeny ekonomickych vclicin Autor: Eva Nerglova Katedra: Katedra pravdepodobnosti a,matematickc statistiky Vcdouci diplomove prace: Doc. RNDr. Zuzana Praskova,CSc. e-mail vedouciho: Zuxana.PraskovHMmff.runi.c-/, Abstrakt: Tato prace se zabyva. detekci zmen ve stfedni hodnote (v poloze) v posloupnosti nonnalne rozdelenych nahodnych vclicin a detckci zmen v jednoduchem inodelu linearni regrese (dvoufazovy rcgresni model). Vedle tcstovani hypote/y o ])fitoniuosti /nieny v uvazovanein inodelu se zabyva i od- hadeni bodu zineiiy a odhadein ])aranictru modelu prod a po zinene. Zabyva se zejmena bayesovsk_yni ])fistupein, v zaveru prace je zininen i pfistuj) zalozcny na metode inaximalni verohodnosti. Oba pfistii])y jsou porovnariy na shnulovaiiych i realnych datecli. Klicova slova: Strukturalni zmena. bod zineny, test stability, bayesovska analyza, inenici se nonnalni poslou]>nost7 dvoufazovy regresni model, metoda niaximalni verohodnosti Title: Structural changes of economic variables Author: Eva Nerglova Department: Department of Probability and Mathematical Statistics Supervisor: Doc. KXDr. Zuzana Prasko\a, CSc. Supervisor's e-mail address: Zuzana.Praskova^nifl.cimi.c/, Abstract: This thesis deals with detection of changes in the mean value (location) of a sequence of normally...

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/13270

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Academic theses (ETDs) > Master’s theses