Home > Search Results: Böhmová, Karolína
Search:
Search Tips :: Advanced Search
Search collections:
Sort by: Display results: Output format:
National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Poisson autoregression
 Böhmová, Karolína ; Hudecová, Šárka (advisor) ; Hlubinka, Daniel (referee)
This thesis deals with INGARCH models for a count time series. Main emphasis is placed on a linear INARCH model. Its properties are derived. Several methods of estimation are introduced - maximum likelihood method, least squares method and its modifications - and later compared in a simulation study. Main properties and maximum likelihood estimation for INGARCH(1,1) model are stated. Higher order linear INGARCH models and nonlinear INGARCH models are discussed briefly. An application of the presented models on time series of car accidents is given.
Detailed record
Tests for symmetry
 Böhmová, Karolína ; Hušková, Marie (advisor) ; Omelka, Marek (referee)
This study deals with testing the hypothesis of univariate symmetry about a known and unknown parametr. In three chapters several nonparametric tests is introduced, which are used to test the hypotesis. Rank tests are first type of tests in this study. It presents basic properties of general rank test of symmetry about a known parametr and well-known rank tests like Wilcoxon test or Van der Waerden test. Next tests based on empirical distribution function are described, specifically test of Kolmogorov-Smirnov type and test of Cramér-von Mises type. Tests based on empirical characteristic function are also described in this study. Finally methods Monte Carlo and bootstrap are used to approximate critical region of same tests. Powered by TCPDF (www.tcpdf.org)
Detailed record

See also: similar author names
7 BÖHMOVÁ, Kateřina
4 BÖHMOVÁ, Klára
1 BÖHMOVÁ, Kristina
3 BÖHMOVÁ, Kristýna
7 Böhmová, Kateřina
4 Böhmová, Klára
3 Böhmová, Kristýna
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