National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Dependent zeros
Hanousek, Jan ; Pešta, Michal (advisor) ; Hendrych, Radek (referee)
This thesis investigates a specific type of non-negative time series containing a sig- nificant proportion of zeros. The goal of this work is to create a stochastic model which would be an appropriate representation of such time series. After examining existing theory about stochastic processes and the estimation of their parameters, we propose our own final models. Their suitability is tested using real-world data and the procedure shows that each model has its own advantages and limitations. Overall, the results are satisfactory, proving the credibility of the models and their applicability in practice and paving the way for possible further research on this topic. 1

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