Testing and estimating changed segment in autoregressive model ; Autoregresinio modelio pasikeitusio segmento testavimas ir vertinimas

Description

VILNIUS UNIVERSITYIrma RastenėTESTING AND ESTIMATING CHANGED SEGMENTIN AUTOREGRESSIVE MODELSummary of Doctoral DisertationPhysical Sciences, Mathematics (01 P)Vilnius, 2011The scientific work was carried out during 2005-2011 at Vilnius University.Scientific supervisor:Prof. Dr. Habil. Alfredas Račkauskas (Vilnius University, Physical Sciences,Mathematics – 01 P)The Council:Chairman:Prof. Dr. Habil. Vygantas Paulauskas (Vilnius University, Physical Sciences,Mathematics – 01 P)Members:Prof. Dr. Habil. Algimantas Jonas Bikelis (Vytautas Magnus University, PhysicalSciences, Mathematics – 01 P)Prof. Dr. Habil. Vydas Čekanavičius (Vilnius University, Physical Sciences,Mathematics – 01 P)Prof. Dr. Habil. Raimondas Čiegis (Vilnius Gediminas Technical University,Physical Sciences, Mathematics – 01 P)Prof. Dr. Habil. Remigijus Leipus (Vilnius University, Physical Sciences,Mathematics – 01 P)Opponents:Doc. Dr. Danutė Krapavickaitė (Vilnius Gediminas Technical University, PhysicalSciences, Mathematics – 01 P)Prof. Dr. Habil. Jonas Kazys Sunklodas (Institute of Mathematics andInformatics, Physical Sciences, Mathematics – 01 P)The dissertation will be defended at the public meeting of the Council onJune 22, 2011, in The Faculty of Mathematics and Informatics Zigmas Žemaitis(101) auditorium at 4:30 p.m.Adress: Naugarduko 24, LT-03225 Vilnius, Lithuania.The summury of the dissertation was distributed on May ::::::; 2011.

Sujets

• Invariance principle
• Mathematics
• Structural break

Informations

• Publié par: vilnius_university
• Publié le: 01 janvier 2011
• Nombre de lectures: 45

Extrait

VILNIUS UNIVERSITY

Irma Rastenė

TESTING AND ESTIMATING CHANGED SEGMENT IN AUTOREGRESSIVE MODEL

Summary of Doctoral Disertation Physical Sciences, Mathematics (01 P)

Vilnius, 2011

The scientific work was carried out during 2005-2011 at Vilnius University.

Scientific supervisor: Prof. Dr. Habil. Alfredas Račkauskas (Vilnius University, Physical Sciences, Mathematics – 01 P)

The Council: Chairman: Prof. Dr. Habil. Vygantas Paulauskas (Vilnius University, Physical Sciences, Mathematics – 01 P) Members: Prof. Dr. Habil. Algimantas Jonas Bikelis (Vytautas Magnus University, Physical Sciences, Mathematics – 01 P) Prof. Dr. Habil. Vydas Čekanavičius (Vilnius University, Physical Sciences, Mathematics – 01 P) Prof. Dr. Habil. Raimondas Čiegis (Vilnius Gediminas Technical University, Physical Sciences, Mathematics – 01 P) Prof. Dr. Habil. Remigijus Leipus (Vilnius University, Physical Sciences, Mathematics – 01 P)

Opponents: Doc. Dr. Danutė Krapavickaitė (Vilnius Gediminas Technical University, Physical Sciences, Mathematics – 01 P) Prof. Dr. Habil. Jonas Kazys Sunklodas (Institute of Mathematics and Informatics, Physical Sciences, Mathematics – 01 P)

The dissertation will be defended at the public meeting of the Council on June 22, 2011, in The Faculty of Mathematics and Informatics Zigmas emaitis (101) auditorium at 4:30 p.m. Adress: Naugarduko 24, LT-03225 Vilnius, Lithuania.

The summury of the dissertation was distributed on May . . . . . . , 2011. The dissertation is available at the library of Vilnius University.