Long range dependence v časových řadách
| Thesis title in thesis language (Slovak): |
Long range dependence v časových řadách |
| Thesis title in Czech: |
Long range dependence v časových řadách |
| Thesis title in English: |
Long range dependence in time series |
| Key words: |
long range dependence, frakcionální Gaussovský šum, silný mixing, druhé momenty |
| English key words: |
long range dependence, fractional Gaussian noise, strong mixing, second order theory |
| Academic year of topic announcement: |
2011/2012 |
| Thesis type: |
diploma thesis |
| Thesis language: |
slovenština |
| Department: |
Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: |
RNDr. Michaela Prokešová, Ph.D. |
| Author: |
hidden - assigned and confirmed by the Study Dept. |
| Date of registration: |
17.10.2011 |
| Date of assignment: |
18.10.2011 |
| Confirmed by Study dept. on: |
20.12.2011 |
| Date and time of defence: |
18.09.2014 00:00 |
| Date of electronic submission: | 30.07.2014 |
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| Date of submission of printed version: | 31.07.2014 |
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| Date of proceeded defence: |
18.09.2014 |
| Opponents: |
doc. RNDr. Jan Hurt, CSc. |
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| Advisors: |
doc. RNDr. Michal Pešta, Ph.D. |
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| Preliminary scope of work |
| ROZDELENO |
