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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Format: | Doctoral Thesis |
Language: | English |
Published: |
2012
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Online Access: | http://www.nusl.cz/ntk/nusl-308518 |