May 24, 2019   7:02 a.m. Ela
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Stochastic processes

Supervisor: prof. RNDr. Magdaléna Komorníková, PhD.


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This page shows details on the project. The primary projects are displayed together with a list of sub-projects.

Project description:Project is focused on the extension of the time series modeling theory, especially on nonlinear and multidimensional models. A big attention will be paid to the multi-regimes models and the corresponding switching mechanism based on aggregation of several observed data. The stochastic dependence of single components of multidimensional time series models will be modeled by means of copulas, and thus the project will deal with fitting copulas to real data, too. Obtained theoretical models will be applied on modeling of financial and other economical time series as well as real hydrological data.
Kind of project:APVV - Program LPP ()
Department:Department of Mathematics and Constructive Geometry (FCE)
Project identification:LPP-0111-09
Project status:Successfully completed
Project start date :01. 09. 2009
Project close date:31. 08. 2012
Number of workers in the project:4
Number of official workers in the project:0
Number of results in the project:13