Comparison of accuracy of selected models of time series at development of the Czech national bank assets

dc.contributor.author	Linda, Bohdan
dc.contributor.author	Kubanová, Jana
dc.date.accessioned	2010-04-02T11:31:38Z
dc.date.available	2010-04-02T11:31:38Z
dc.date.issued	2007
dc.identifier	Univerzitní knihovna (studovna)	cze
dc.identifier.issn	1211-555X
dc.identifier.uri	http://hdl.handle.net/10195/35585
dc.description.abstract	A lot of ways how to estimate the values of the time series for the future period are known. The basic approach starts from principle of linear regression methods. The Box- Jenkins methodology is very often used in financier when the time series are analysed. The paper deals with application of the bootstap principle in this methodology. The classical and resampling methods are compared at extrapolation of the values of the time series of assets of the Czech national bank.	eng
dc.format	p. 98-104	eng
dc.language.iso	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 12 (2007)	eng
dc.rights	Bez omezení	cze
dc.subject	extrapolation	eng
dc.subject	parameters estimate	eng
dc.subject	bootstrap method	eng
dc.subject	autoregressive models	eng
dc.subject	moving blocks overlapping and not overlapping methods	eng
dc.title	Comparison of accuracy of selected models of time series at development of the Czech national bank assets	eng
dc.type	Article	eng
dc.identifier.signature	47940-12
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng