Home > Search Results: recid:387004
Search:
 
Search Tips :: Simple Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 

Warning: Requested record does not seem to exist.
Smooth Transition Autoregressive Models
 Khýr, Miroslav ; Zichová, Jitka (advisor)
The aim of this work is describing theory of smooth transition autoregressive models, namely LSTAR and ESTAR models. The essential part of the work is devoted to the derivation of tests for linearity against the alternative of the re- levant nonlinear model. There is also shown how to estimate the parameters of these models along with the selection procedure between the LSTAR and the ESTAR model. A simulation study was carried out, which deals with the power of linearity tests. At the end of the thesis, we applied the theory to some real data and we estimated the appropriate model for their representation. 1
Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.
Digital Repository :: Search :: Submit :: Personalize :: Help
Powered by Invenio v1.1.2
Maintained by admin.invenio@techlib.cz
This site is also available in the following languages:
Česky  English