Detekce změn v časových řadách
In the present work we study di®erent methods for testing whether or not a change has occurred in the parameter values of an autoregressive model (AR). We discuss the changes in the mean and in the autoregressive coe±cients of this model and also the changes in the variance of the white noise. This...
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| Format: | Dissertation |
| Language: | Slovak |
| Published: |
2010
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| Online Access: | http://www.nusl.cz/ntk/nusl-298970 |