Moderní přístupy k analýze finančních časových řad
This thesis is devoted to the multivariate canonical ARMA model and then continues with determination of a graphical model. Graphical model includes also relations between contemporaneous variables, not only dependence on past variables. In the practical part of this work canonical AR model is ident...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2008
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| Online Access: | http://www.nusl.cz/ntk/nusl-290231 |