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Bibliografie

Conference Paper (international conference)

Model and analysis of heterogeneity of random sums

Volf Petr

: Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 265-271 , Eds: Ramík J.

: Technical University, (Ostrava 2002)

: Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002)

: CEZ:AV0Z1075907

: GA402/01/0539, GA ČR

: random process, random sum, intensity

(eng): The contribution studies a stochastic process which cumulates random increments at random moments, the cumulative process. We deal with the models and statistical analysis of the heterogeneity factors influencing both the intensity of increments and their magnitudes. We propose the estimates of these heterogeneities and we evaluate corresponding probability distributions. An application dealing with the process of financial transactions is solved.

: 12B

: BB

07.01.2019 - 08:39