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National Repository of Grey Literature

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Tests of significance of ARMA models parameters based on Bayesian approach Onderko, Martin ; Krtek, Jiří (advisor) ; Prášková, Zuzana (referee) This thesis is focused on Bayesian analysis and its use in probability and statistics. It also marginally discusses random processes, furtherly describes ARMA model and defines the issue of estimation of the parameters of Bayesian approach. Acquired knowledge and derived characteristics subsequently applies in testing of significance of parameters. Thus it undoubtably affects the area of hypothesis testing and serves mainly as a tool to determine the ARMA model more accurately. This work should be regulary applied when detecting the necessity of testing of statistical significance of parameters of ARMA model. Detailed record

Tests of significance of ARMA models parameters based on Bayesian approach Onderko, Martin ; Krtek, Jiří (advisor) ; Prášková, Zuzana (referee) This thesis is focused on Bayesian analysis and its use in probability and statistics. It also marginally discusses random processes, furtherly describes ARMA model and defines the issue of estimation of the parameters of Bayesian approach. Acquired knowledge and derived characteristics subsequently applies in testing of significance of parameters. Thus it undoubtably affects the area of hypothesis testing and serves mainly as a tool to determine the ARMA model more accurately. This work should be regulary applied when detecting the necessity of testing of statistical significance of parameters of ARMA model. Detailed record

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