Autoregressive-aided Block Bootstrap:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | German |
| Veröffentlicht: |
2008
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 64 S. graph. Darst. |
Internformat
MARC
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| 502 | |a Braunschweig, Techn. Univ., Diss., 2008 | ||
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| 650 | 0 | 7 | |a Regressionsanalyse |0 (DE-588)4129903-6 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804139243183800320 |
|---|---|
| adam_text | Inhaltsverzeichnis
Einleitung 3
1.1 Allgemeine Einführung...................... 3
1.2 Ein Beispiel für
Bootstrap
bei unabhängig verteilten Zufalls¬
variablen .............................. 6
1.3 Ein Beispiel für zeitabhängig verteilte Zufallsvariablen .... 7
1.4 Definitonen und Begriffe..................... 8
1.5 Mischende Prozesse........................ 10
1.6 Schwache Abhängigkeit und
Sieve Bootstrap..........
11
Bootstrap-Methoden bei Zeitreihen 14
2.1
Block-Bootstrap
......................... 14
2.1.1 Einführung........................ 14
2.1.2
NBB
............................ 15
2.1.3 MBB ........................... 15
2.1.4 Blöcke von Blöcken.................... 16
2.1.5 SB............................. 17
2.1.6 Konsistenzsätze...................... 17
2.1.7 Optimale Blocklänge................... 18
2.2
Sieve-Bootstrap
.......................... 20
2.2.1 Einführung........................ 20
2.2.2 Definition des Verfahrens................ 21
2.2.3 Konsistenzsätze...................... 22
ARAB-Bootstrap bei autoregressiven Prozessen 24
3.1 Einführung............................ 24
3.2 Name des Verfahrens....................... 25
3.3 Definition des Verfahrens .................... 26
3.4 Asymptotisches Verhalten.................... 28
1
ARAB-Bootstrap
bei mischenden Prozessen 40
4.1 Abhängigkeitsstrukturen..................... 40
4.2 Arithmetisches Mittel ...................... 43
4.3 Empirische Autokovarianz.................... 47
Simulationen 52
|
| any_adam_object | 1 |
| author | Windmüller, Ingmar 1978- |
| author_GND | (DE-588)138509115 |
| author_facet | Windmüller, Ingmar 1978- |
| author_role | aut |
| author_sort | Windmüller, Ingmar 1978- |
| author_variant | i w iw |
| building | Verbundindex |
| bvnumber | BV035583842 |
| classification_rvk | QH 233 QH 237 |
| ctrlnum | (OCoLC)429684863 (DE-599)BVBBV035583842 |
| dewey-full | 519.55 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.55 |
| dewey-search | 519.55 |
| dewey-sort | 3519.55 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T21:40:59Z |
| institution | BVB |
| language | German |
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| spelling | Windmüller, Ingmar 1978- Verfasser (DE-588)138509115 aut Autoregressive-aided Block Bootstrap von Ingmar Windmüller 2008 64 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Braunschweig, Techn. Univ., Diss., 2008 Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Autoregressiver Prozess (DE-588)4294677-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Bootstrap-Statistik (DE-588)4139168-8 s Regressionsanalyse (DE-588)4129903-6 s Autoregressiver Prozess (DE-588)4294677-3 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017639207&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Windmüller, Ingmar 1978- Autoregressive-aided Block Bootstrap Bootstrap-Statistik (DE-588)4139168-8 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Regressionsanalyse (DE-588)4129903-6 gnd Autoregressiver Prozess (DE-588)4294677-3 gnd |
| subject_GND | (DE-588)4139168-8 (DE-588)4067486-1 (DE-588)4129903-6 (DE-588)4294677-3 (DE-588)4113937-9 |
| title | Autoregressive-aided Block Bootstrap |
| title_auth | Autoregressive-aided Block Bootstrap |
| title_exact_search | Autoregressive-aided Block Bootstrap |
| title_full | Autoregressive-aided Block Bootstrap von Ingmar Windmüller |
| title_fullStr | Autoregressive-aided Block Bootstrap von Ingmar Windmüller |
| title_full_unstemmed | Autoregressive-aided Block Bootstrap von Ingmar Windmüller |
| title_short | Autoregressive-aided Block Bootstrap |
| title_sort | autoregressive aided block bootstrap |
| topic | Bootstrap-Statistik (DE-588)4139168-8 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Regressionsanalyse (DE-588)4129903-6 gnd Autoregressiver Prozess (DE-588)4294677-3 gnd |
| topic_facet | Bootstrap-Statistik Zeitreihenanalyse Regressionsanalyse Autoregressiver Prozess Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017639207&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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