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- 1.0330049 - ÚTIA 2010 RIV CZ eng K - Conference Paper (Czech conference)
Šindelář, Jan
Construction of multi-step ahead predictions in a normal BVAR(p) model using Monte Carlo sampling.
[Konstrukce vícekrokových predikcí v normálním BVAR(p) modelu za použití Monte Carlo vzorkování.]
Proceedings of the 10th International PhD Workshop on Systems and Control. Praha: ÚTIA, AV ČR, 2009 - (Hofman, R.; Šmídl, V.; Pavelková, L.), s. 1-5. ISBN 978-80-903834-3-2.
[10th International PhD Workshop on Systems and Control, Young Generation Viewpoint. Hluboká nad Vltavou (CZ), 22.09.2009-26.09.2009]
R&D Projects: GA MŠMT 2C06001
Institutional research plan: CEZ:AV0Z10750506
Keywords : Vector Auto-regression * Forecasting * Financial Mathematics * Bayesian
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/SI/sindelar-construction of multi-step ahead predictions in a normal bvar(p) model using monte carlo sampling.pdf
Permanent Link: http://hdl.handle.net/11104/0175920