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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Analysis of epidemiological studies
 Štěrbová, Martina ; Šedová, Michaela (referee) ; Kulich, Michal (advisor)
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Estimation of asymptotic variance of stochastic processes
 Štěrbová, Martina ; Prokešová, Michaela (referee) ; Pawlas, Zbyněk (advisor)
In this thesis we consider methods for estimating asymptotic variance of the sample mean for stationary stochastic sequences. We compare methods based on spectral density estimator at the origin with subsampling methods. These methods are parametrized by batch size. We present methods for estimating optimal batch size which minimizes the mean squared error. Special estimators are introduced for the case of Markov chains. We also mention recursive estimation which is suitable when the observations come consecutively. The the last but one section contains experiments of all methods considered in this thesis, for simulated data we compare individual methods by their relative mean squared error. In the last section we apply selected methods on real data.
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See also: similar author names
1 ŠTĚRBOVÁ, Markéta
5 ŠTĚRBOVÁ, Michaela
2 Štěrbová, Magdalena
2 Štěrbová, Marta
5 Štěrbová, Michaela
3 Štěrbová, Monika
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