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pro vyhledávání: '"Camfrlová, Monika"'
Autor:
Camfrlová, Monika
In the thesis, multivariate fractional Brownian motions with possibly different Hurst indices in different coordinates are considered and a Girsanov-type theo- rem for these processes is shown. Two applications of this theorem to stochastic different
Externí odkaz:
http://www.nusl.cz/ntk/nusl-434536
Autor:
Camfrlová, Monika
This work focuses on INAR(1) time series models. The structure of the models is described and the expected value, the variance and the autocovariance function are derived. The next discussed issue is the characterisation of weak stationarity of the I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::a4cef8ac48dfc945a14226212c86c2db
http://www.nusl.cz/ntk/nusl-365198
http://www.nusl.cz/ntk/nusl-365198