Bootstrap dla modelu AR(p)-ARCH(q)
| dc.contributor.author | Kosmala, Miłosz | |
| dc.contributor.department | Wydział Matematyki Stosowanej | |
| dc.contributor.reviewer | Malczak, Jan | |
| dc.contributor.supervisor | Dudek, Anna | |
| dc.date.available | 2019-05-07T06:57:05Z | |
| dc.date.defence | 2015-07-02 | |
| dc.date.submitted | 2015-06-16 | |
| dc.description.type | praca magisterska | |
| dc.identifier.uri | https://repo.agh.edu.pl/handle/AGH/71597 | |
| dc.language.iso | pol | |
| dc.rights | Access rights reserved | |
| dc.rights.access | zastrzeżony dostęp | |
| dc.rights.accessNote | Zarządzenie Rektora AGH | |
| dc.rights.uri | https://repo.agh.edu.pl/info/restricted-access | |
| dc.subject | bootstrap reszt | pl |
| dc.subject | finansowe szeregi czasowe | pl |
| dc.subject | heteroskedastyczność | pl |
| dc.subject | model AR | pl |
| dc.subject | model ARCH | pl |
| dc.subject | wild bootstrap | pl |
| dc.subject | zgodność | pl |
| dc.subject | residual bootstrap | en |
| dc.subject | financial time series | en |
| dc.subject | heteroscedasticity | en |
| dc.subject | AR model | en |
| dc.subject | ARCH model | en |
| dc.subject | wild bootstrap | en |
| dc.subject | consistency | en |
| dc.title | Bootstrap dla modelu AR(p)-ARCH(q) | pl |
| dc.title.alternative | Bootstrap for AR(p)-ARCH(q) model | en |
| dc.type | praca dyplomowa | |
| dspace.entity.type | Publication | |
| thesis.degree.discipline | Matematyka (WMS) | pl |
| thesis.degree.formOfStudy | stacjonarne | pl |
| thesis.degree.grantor | Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie | pl |
| thesis.degree.level | studia drugiego stopnia | pl |
| thesis.degree.name | magister | pl |
| thesis.description.otherinfo | Correct – DRS, courseID | pl |
| thesis.identifier.dxp | 170035 | |
| thesis.statusORPD | ORPPD1_sent |