Search results
- 1.0411024 - UTIA-B 20030011 CZ cze K - Conference Paper (Czech conference)
Volf, Petr
Modely 2D bodových procesů a jejich využití v analýze náhodných součtů.
[Models of 2D point processes applied to analysis of random sums.]
Praha: JČMF, 2002. ISBN 80-7015-900-6. In: ROBUST'2000. Sborník prací dvanácté zimní školy JČMF. - (Antoch, J.; Dohnal, G.; Klaschka, J.), s. 333-342
[ROBUST'2002 /12./. Hejnice (CZ), 21.01.2002-25.01.2002]
R&D Projects: GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : random point process * compound process * intensity
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131111 - 2.0106252 - UTIA-B 20040063 RIV DE eng C - Conference Paper (international conference)
Volf, Petr
On random sums and compound process model in financial mathematics.
[O náhodných součtech a složených bodových procesech ve finanční matematice.]
Operations Research Proceedings 2003. Heidelberg: Springer, 2004 - (Ahr, D.; Fahrion, R.; Oswald, M.; Reinelt, G.), s. 403-410. ISBN 3-540-21445-3.
[OR 2003. International Conference on Operations Research. Heidelberg (DE), 03.09.2003-05.09.2003]
R&D Projects: GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : compound process * hazard rate * statistical inference
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0013434 - 3.0039284 - ÚTIA 2007 RIV AT eng J - Journal Article
Volf, Petr
On statistical analysis of compound point process.
[Statistická analýza složeného bodového procesu.]
Austrian Journal of Statistics. Roč. 35, 2-3 (2006), s. 389-396. ISSN 1026-597X
R&D Projects: GA ČR(CZ) GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : counting process * compound process * hazard function * Cox-model
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0133418 - 4.0026452 - ÚTIA 2006 RIV CZ eng J - Journal Article
Volf, Petr
Hazard rate model and statistical analysis of a compound point process.
[Model intenzity a statistická analýza složeného bodového procesu.]
Kybernetika. Roč. 41, č. 6 (2005), s. 773-786. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : couting process * compound process * Cox regression model * intensity
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.343, year: 2005
Permanent Link: http://hdl.handle.net/11104/0116696File Download Size Commentary Version Access 0026452.pdf 1 2.1 MB Publisher’s postprint open-access