|
|
|
Volume 2
Contents:
- Zygnunt Zieliński
Summation of Stationary Autoregressive
Economic Processes
- Tadeusz Kufel
Cognitive Values of Dynamic Conformable
Models for Dependent Exogenous Processes: simulation
Analysis
- Józef Stawicki, Joanna Górka
An ARMA Representation for a Sum of
Autoregressive Processes
- Lilianna Talaga
The Properties of Regular Stochastic
Processes in the View of Spectral Analysis
- Mariola Piłatowska
The Indentification of Random Walk Process
- Stefan Grzesiak
The Structure of Stochastically Varing
Parameter Models in the Kalman Filter Equations
- Beata Bazeli
Temporal Aggregation of Non-Stationary
Stochastic Processes with Polynominal Trend Function
- Beata Bazeli
The Structure of Stochastic Stationary
Processes as the Effect of their Temporal Aggregation
- Barbara Pawełek, Aleksander Zeliaś
Simple Methods of Evaluation of the
Impotrance of Diagnostic Variables in Taxonomic
Investigations
- Elżbieta Szulc
On the Cognitive Value of the Analysis of
Conditional Random Fields
- Dorota Witkowska
Neutral Networks as Forecasting Tool. An
Example of Polish Stock Exchange
- Mariola Piłatowska
Investigating Relationships in Mean Values
on an Example of the Klein I Model
- Jerzy Jakubczyc
Dynamic Analysis of Risk Performance and
Quality for Unit Trusts. An Example for the Republic of
South Africa during 1992
- Magdalena Osińska
Indentification and Analysis of Changes in
the Long Run Structure of Macroeconomic Processes in
Poland 1972-1992
- Jerzy Romański
Modelling the Extra-Time Market at Warsaw
Stock Exchange
|