Stochastic processesSupervisor: prof. RNDr. Magdaléna Komorníková, PhD.
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|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 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|