Analýza statistických vlastností koeficientů dvourozměrného autoregresního procesu.
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Vysoká škola báňská - Technická univerzita Ostrava
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Abstract
The main subject of this diploma thesis is an analysis of statistical properties of bivariate autoregressive process coefficients.
The theoretical part deals with the statistical theory issue in the analysis of bivariate autoregressive process, the procedure of time series generating and i salso deals with the analysis of their outputs.
The overal goal of the practical part of this thesis is a detailed description of the current method of Time series generating of selected model and the following analysis of the gained and calculated estimates. The results were obtained for several models and at the end of the practical part these were compared with the conclusions of the statistical theory.
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statistical theory, estimates, process, generation