Jiří Anděl

From MaRDI portal
Person:452896

Available identifiers

zbMath Open andel.jiriDBLP171/1478WikidataQ16920772 ScholiaQ16920772MaRDI QIDQ452896

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q49097822013-03-21Paper
https://portal.mardi4nfdi.de/entity/Q49096362013-03-21Paper
https://portal.mardi4nfdi.de/entity/Q49098202013-03-21Paper
Variance of the game duration in the gambler's ruin problem2012-09-18Paper
https://portal.mardi4nfdi.de/entity/Q53896492012-04-23Paper
https://portal.mardi4nfdi.de/entity/Q53898522012-04-23Paper
https://portal.mardi4nfdi.de/entity/Q53896552012-04-23Paper
Bernoulli Processes with Non-Positive Correlations2010-11-22Paper
https://portal.mardi4nfdi.de/entity/Q35629822010-05-28Paper
Methods for calculating stationary distribution in linear models of time series2007-10-31Paper
A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS2004-11-26Paper
https://portal.mardi4nfdi.de/entity/Q48144022004-09-07Paper
Mathematics of chance2001-05-14Paper
An estimator for parameters of a nonlinear nonnegative multidimensional AR(1) process2000-05-22Paper
https://portal.mardi4nfdi.de/entity/Q42129401998-12-15Paper
On extrapolation in some non-linear ar(1) processes1998-10-21Paper
On least-squares and naïve extrapolations in a nonlinear \(AR(1)\) process1997-11-09Paper
https://portal.mardi4nfdi.de/entity/Q56876931997-03-23Paper
A model for variables with suddenly changing parameters1995-08-20Paper
https://portal.mardi4nfdi.de/entity/Q43216421995-01-30Paper
https://portal.mardi4nfdi.de/entity/Q40392091993-08-16Paper
A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40353711993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q31374161993-01-01Paper
Bayesian analysis of non-negative ar(2) processes1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39882521992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q33538881991-01-01Paper
Records in an AR(1) process1990-01-01Paper
Nonlinear positive ar(2) processes1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34794131989-01-01Paper
On nonlinear models for time series1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38347921989-01-01Paper
NON-NEGATIVE AUTOREGRESSIVE PROCESSES1989-01-01Paper
Periodic autoregression with exogenous variables and periodic variances1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34908091989-01-01Paper
Nonlinear nonnegative ar(1) processes1989-01-01Paper
On ar(1) processes with exponential white noise1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34841631988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38115711988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37951041988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47332581988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38146021988-01-01Paper
ON LINEAR PROCESSES WITH GIVEN MOMENTS1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37731251987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38259731987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37467371986-01-01Paper
A NOTE ON THE THRESHOLD AR(1) MODEL WITH CAUCHY INNOVATIONS1986-01-01Paper
On interpolation in periodic autoregressive processes1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37161511985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36875561985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37097101985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37023031985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33391291984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51865871984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36900431984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37327751984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33229281983-01-01Paper
Statistical analysis of periodic autoregression1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30422401983-01-01Paper
Fitting models in time series analysis1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47466921982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39189581981-01-01Paper
On shifted multiple arma processes1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39683271981-01-01Paper
On extrapolation in two-dimensional stationary processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39022531980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30512791979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38514821979-01-01Paper
Measures of dependence in discrete stationary processes1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39068921978-01-01Paper
Modern trends in multivariate time-series analysis21978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32061601977-01-01Paper
Autoregressive series with random parameters1976-01-01Paper
The most significant interaction in a contingency table1974-01-01Paper
On evaluation of some two-dimensional normal probabilities1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41132871974-01-01Paper
On interactions in contingency tables1973-01-01Paper
On the Bayes approach in general multiple autoregressive series1973-01-01Paper
Symmetric and Reversed Multiple Stationary Autoregressive Series1972-01-01Paper
On the Multiple Autoregressive Series1971-01-01Paper
On multiple normal probabilities of rectangles1971-01-01Paper
Local Properties of the Autoregressive Series1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56392061971-01-01Paper
The efficiency of estimates in stationary autoregressive series1970-01-01Paper
Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences1968-01-01Paper
Local Asymptotic Power and Efficiency of Tests of Kolmogorov-Smirnov Type1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53358181962-01-01Paper

Research outcomes over time

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