Stability in Autoregressive Time Series Models
| Thesis title in Czech: | Stabilita v autoregresních modelech časových řad |
|---|---|
| Thesis title in English: | Stability in Autoregressive Time Series Models |
| Key words: | asymptotické rozdělení, change-point, slabá závislost, testování hypotéz, věrohodnost |
| English key words: | asymptotic distribution, change-point, hypotheses testing, likelihood, weak dependence |
| Academic year of topic announcement: | 2008/2009 |
| Thesis type: | dissertation |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Zuzana Prášková, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 10.09.2008 |
| Date of assignment: | 10.09.2008 |
| Date and time of defence: | 21.12.2015 10:00 |
| Date of electronic submission: | 02.10.2015 |
| Date of submission of printed version: | 02.10.2015 |
| Date of proceeded defence: | 21.12.2015 |
| Opponents: | prof. RNDr. Marie Hušková, DrSc. |
| prof. RNDr. Jan Picek, CSc. | |