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National Repository of Grey Literature

6 records found

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	Note on Stochastic Calculus for Stable Processes Karlová, Andrea The report provides an overview on important definitions and theorems from stochastic calculus with special focus on the class of a−stable processes on one-dimensional real line. Detailed record
	Testování homogenity a dobré shody v analýze přežití Timková, Jana The present paper deals with the goodness of fit and the twosample problem related to the event-history type data. The proposed methods are derived from bayesian nonparametric approach and take advantage of MCMC estimation of the hazard rate. The technique is based on Bayes construction of martingale residuals. Detailed record
	Checking proportional rates in the two-sample transformation model Kraus, David Checking proportional rates in the two-sample transformation model Detailed record
	Smooth tests of equality of cumulative incidence functions in two samples Kraus, David Smooth tests of equality of cumulative incidence functions in two samples Detailed record
	Bayesovská detekce změny v míře nezaměstnanosti s použitím MCMC metod Reisnerová, Soňa The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The change is detected with the Markov chain Monte Carlo procedure. An application to Czech Republic data 1998-2003 is presented. Detailed record
	Analýza vývoje nezaměstnanosti pomocí diskrétního časo-prostorového procesu Reisnerová, Soňa ; Volf, Petr The article deals with the discretized version of spatial-temporal random point process model and uses it for the analysis of number of unemployed people. The real components are given by the districts of the Czech Republic and are tied together by a simple model of M.R.F. The temporal components develop as s time series, time runs in months through years 2000-2005. We distingvish between the effects of years and the seasonal (months) effects. The solution uses Bayes approach with MCMC computation. Detailed record

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