Search results
- 1.0561677 - ÚTIA 2024 RIV GB eng J - Journal Article
Volf, Petr - Kouřim, T.
A model of discrete random walk with history-dependent transition probabilities.
Communications in Statistics - Theory and Methods. Roč. 52, č. 15 (2023), s. 5173-5186. ISSN 0361-0926. E-ISSN 1532-415X
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Bernoulli random walk * transition probabilities * logistic model
OECD category: Statistics and probability
Impact factor: 0.8, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2022/SI/volf-0561677.pdf https://www.tandfonline.com/doi/full/10.1080/03610926.2021.2004425
Permanent Link: https://hdl.handle.net/11104/0343817 - 2.0525189 - ÚTIA 2021 RIV CZ eng J - Journal Article
Kouřim, T. - Volf, Petr
Discrete random processes with memory: Models and applications.
Applications of Mathematics. Roč. 65, č. 3 (2020), s. 271-286. ISSN 0862-7940. E-ISSN 1572-9109
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : random walk * history dependent transition probability * success punishing walk
OECD category: Statistics and probability
Impact factor: 0.881, year: 2020
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2020/SI/volf-0525189.pdf https://articles.math.cas.cz/10.21136/AM.2020.0335-19
Permanent Link: http://hdl.handle.net/11104/0309416 - 3.0505982 - ÚTIA 2020 RIV HR eng J - Journal Article
Volf, Petr
Statistical analysis and application of competing risks model with regression.
Croatian Operational Research Review. Roč. 10, č. 1 (2019), s. 13-21. ISSN 1848-0225. E-ISSN 1848-9931
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : competing risks * survival analysis * unemployment study
OECD category: Statistics and probability
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2019/SI/volf-0505982.pdf https://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=324101
Permanent Link: http://hdl.handle.net/11104/0297320 - 4.0502907 - ÚTIA 2019 RIV CZ eng J - Journal Article
Kaňková, Vlasta - Omelchenko, Vadym
Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric.
Kybernetika. Roč. 54, č. 6 (2018), s. 1231-1246. ISSN 0023-5954.
[19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI). Jindřichův Hradec, 04.06.2018-06.06.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * Second order stochastic dominance constraints * Wasserstein metric * Stability * Relaxation * Scenario generation * Empirical estimates * Light-and heavy tailed distributions * Crossing
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2019/E/kankova-0502907.pdf
Permanent Link: http://hdl.handle.net/11104/0295272 - 5.0502902 - ÚTIA 2019 RIV CS1 eng J - Journal Article
Sladký, Karel
Risk-sensitive Average Optimality in Markov Decision Processes.
Kybernetika. Roč. 54, č. 6 (2018), s. 1218-1230. ISSN 0023-5954.
[Mathematical Methods in Economy and Industry 2017. Jindřichův Hradec, 04.09.2017-06.09.2017]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : controlled Markov processes * risk-sensitive average optimality * asymptotic behavior
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2019/E/sladky-0502902.pdf
Permanent Link: http://hdl.handle.net/11104/0295273 - 6.0500232 - ÚTIA 2019 RIV CZ eng J - Journal Article
Volf, Petr
Models of mixtures of hazard rates with application to reliability analysis.
Informační bulletin České statistické společnosti. Roč. 2018, č. 2 (2018), s. 1-12. ISSN 1210-8022
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : hazard rate * reliability analysis * Weibull distribution
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/SI/volf-0500232.pdf
Permanent Link: http://hdl.handle.net/11104/0293320 - 7.0498944 - ÚTIA 2019 RIV CZ eng J - Journal Article
Volf, Petr
On quantile optimization problem based on information from censored data.
Kybernetika. Roč. 54, č. 6 (2018), s. 1156-1166. ISSN 0023-5954
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : optimization * censored data * empirical quantile
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2019/SI/volf-0498944.pdf
Permanent Link: http://hdl.handle.net/11104/0291525