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Serial correlations in time series
 Kárný, Jakub ; Zichová, Jitka (advisor) ; Prášková, Zuzana (referee)
The subject of the thesis is the autocorrelation structure of time series. AR(1) process is studied as a special example. An estimator of the variance of the sample autocorre- lation is derived and its asymptotic properties are proved. We investigate the convergence of the variance estimates of sample autocorrelations in some simulated series. Further, the empirical significance level and power of selected autocorrelation tests are calculated. 1
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