Title
Doprinos analizi vremenskih nizova sa celobrojnim vrednostima
Creator
Đorđević, Miodrag S. 1974 -
Copyright date
2016
Object Links
Select license
Autorstvo-Nekomercijalno-Bez prerade 3.0 Srbija (CC BY-NC-ND 3.0)
License description
Dozvoljavate samo preuzimanje i distribuciju dela, ako/dok se pravilno naznačava ime autora, bez ikakvih promena dela i bez prava komercijalnog korišćenja dela. Ova licenca je najstroža CC licenca. Osnovni opis Licence: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/deed.sr_LATN. Sadržaj ugovora u celini: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/legalcode.sr-Latn
Language
Serbian
Cobiss-ID
Theses Type
Doktorska disertacija
description
Datum odbrane: 12.12.2016.
Other responsibilities
mentor
Ristić, Miroslav M. 1972 -
član komisije
Popović, Biljana 1954 -
član komisije
Stanković, Miomir 1949 -
član komisije
Nastić, Aleksandar 1978 -
Academic Expertise
Prirodno-matematičke nauke
Academic Title
-
University
Univerzitet u Nišu
Faculty
Prirodno-matematički fakultet
Group
Odsek za matematiku i informatiku
Alternative title
Contributions to the analysis of integer-valued time series
Publisher
[М. S. Đorđević]
Format
vi, 213 str.
description
Biobibliografski podaci: str. [215]
description
statistics for stochastic processes
Abstract (en)
New thinning operators are defined as differences
of two negative binomial thinning operators. On the
basis of such defined operators, time series with
discrete Laplace marginals are defined. Some
important features of all introduced models are
determined. Estimators of unknown parameters are
derived and their asimptotic behaviour are
discussed. All models are checked on simulated
data and compared with some of existing models.
An application in real-life situations are presented.
Also, a method for identification of latent
components of the models are given
Authors Key words
DLINAR, SDLINAR, CSDLINAR, INAR, marginalna
diskretna Laplasova raspodela, negativni
binomni tining operator, ocenjivanje parametara,
identifikacija latentnih komponenti
Authors Key words
DLINAR, SDLINAR, CSDLINAR, INAR, discrete
Laplace marginal distribution, negative binomial
thinning operator, parameter estimation,
identification of latent components
Classification
519.246/.8(043.3)
Type
Elektronska teza
Abstract (en)
New thinning operators are defined as differences
of two negative binomial thinning operators. On the
basis of such defined operators, time series with
discrete Laplace marginals are defined. Some
important features of all introduced models are
determined. Estimators of unknown parameters are
derived and their asimptotic behaviour are
discussed. All models are checked on simulated
data and compared with some of existing models.
An application in real-life situations are presented.
Also, a method for identification of latent
components of the models are given
“Data exchange” service offers individual users metadata transfer in several different formats. Citation formats are offered for transfers in texts as for the transfer into internet pages. Citation formats include permanent links that guarantee access to cited sources. For use are commonly structured metadata schemes : Dublin Core xml and ETUB-MS xml, local adaptation of international ETD-MS scheme intended for use in academic documents.
