Bayesovské modelování tržní ceny za pomocí autoregresního modelu

1 Bayesian modeling of market price using autoregression model 1Šindelář Jan Department: Department of Probability and Mathematical Statistics Supervisor: Ing. Miroslav Kárný, DrSc. Abstract: In the thesis we present a novel solution of Bayesian filtering in autoregression model with Laplace distrib...

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Bibliographic Details
Main Author: Šindelář, Jan
Other Authors: Kárný, Miroslav
Format: Doctoral Thesis
Language:English
Published: 2012
Online Access:http://www.nusl.cz/ntk/nusl-308518