Now showing items 6-16 of 16

    • Characterization o f the orders in VARMA models 

      Gabino, Pestano; Gonzáles Concepcion-Concepcion, Celina (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In tins paper we present a method which is able to identify the degrees of the matrix polynomials that are involved in the VARMA models. This method is based on the difference between the ranks of certain matrices defined ...
    • Decomposition of time series on the basis of modified grouping method of Ward 

      Wywiał, Janusz (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      The trend of time series can change its direction. It is assumed that the time interval is divided into subintervals where the trend is given as particular linear function. The problem is how to divide the observation ...
    • Limit laws for multivalued random variables 

      Trzpiot, Grażyna (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In the probability theory, the strong law of large numbers and the central limit theorem are the most important convergence theorems.
    • On the classification of observations in the switching regression 

      Pruska, Krystyna (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      The paper discusses the method of determining the sample division indicator for the switching regression model in case of two states generating values of the explained variable, which ensures the least risk of making a ...
    • Preface 

      Domański, Czesław (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
    • Remarks on some learning algorithms 

      Domański, Czesław; Pekasiewicz, Dorota (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In this paper we present some problems concerning artificial intelligence. In the first two points there are presented algorithmic and heuristic procedures, which are applied in solving problems and making optimal decision ...
    • Remarks on the generalized doubly truncated gamma distribution 

      Gerstenkorn, Tadeusz; Gerstenkorn, Joanna (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In the present paper we discuss a doubly truncated generalized gamma distribution and give formulae for the moments of this distribution and special cases together with examples of calculations.
    • Switching regression models with non-normal errors 

      Pruska, Krystyna (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In this paper two forms of switching regression models with non-normal errors are considered. The pseudo maximum likelihood method is proposed for the estimation of their parameters. Monte Carlo experiments results are ...
    • The distribution and parameters of the distribution of the quotient of random variables 

      Czajkowski, Andrzej; Parys, Dariusz (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      This paper presents some important earlier results of the research concerning the properties of the distribution of the quotient of random variables. We present also our own ideas and results of the research concerning ...
    • The verification of the multivariate normal distribution hypothesis in a one-sample model with the method of elimination of disturbing parameters 

      Domański, Czesław; Wagner, Wiesław (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In many statistical tasks a necessity of testing multivariate normality arises. In constructing multivariate normality tests there is a necessity of estimating unknown parameters ц and £ from a given sample. The parameters ...
    • Usefullness of Durbin method for investigating normality in one-dimensional linear model 

      Wagner, Wiesław (Wydawnictwo Uniwersytetu Łódzkiego, 1997)
      In this paper the verification of hypotheses of univariate normality by Durbin randomized method is presented. The method of elimination of the nuisance parameters by calculating the residual vector and connected residual ...