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odkazy [2017/02/01 13:50] – Gejza Dohnal | odkazy [2018/10/02 07:58] – Gejza Dohnal |
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*Tomáš Hobza: Matematická statistika, FJFI ČVUT Praha 2011 [[http://d.nipax.cz/PS/ucebnice%20cesky/hobza_fjfi.pdf|pdf]] | *Tomáš Hobza: Matematická statistika, FJFI ČVUT Praha 2011 [[http://d.nipax.cz/PS/ucebnice%20cesky/hobza_fjfi.pdf|pdf]] |
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*David M. Diez, Christopher D. Barr, Mine Cetinkaya-Rundel: OpenIntro Statistics, Second edition 2013 [[http://d.nipax.cz/PS/english%20textbooks/OpenIntroStatSecond.pdf|pdf]] | *David M. Diez, Christopher D. Barr, Mine Cetinkaya-Rundel: OpenIntro Statistics, Third edition 2017 [[https://www.openintro.org/download.php?file=os3_tablet|pdf]] |
*F.M. Dekking, C. Kraaikamp, H.P. Lopuhaä, L.E. Meester: A Modern Introduction to Probability and Statistics, Springer, 2005 [[http://d.nipax.cz/PS/english%20textbooks/intro_stochastics.pdf|pdf]] | *F.M. Dekking, C. Kraaikamp, H.P. Lopuhaä, L.E. Meester: A Modern Introduction to Probability and Statistics, Springer, 2005 [[https://cis.temple.edu/~latecki/Courses/CIS2033-Spring13/Modern_intro_probability_statistics_Dekking05.pdf|pdf]] |
*Dimitri P. Bertsekas, John N. Tsitsiklis: Introduction to Probability, MIT, 2000 [[http://d.nipax.cz/PS/english%20textbooks/MIT-Introduction_to_probability_(2000).pdf|pdf]] | *Dimitri P. Bertsekas, John N. Tsitsiklis: Introduction to Probability, MIT, 2000 [[http://vfu.bg/en/e-Learning/Math--Bertsekas_Tsitsiklis_Introduction_to_probability.pdf|pdf]] |
*R.S. Kenett, S. Zacks: Modern Industrial Statistics, with applications in R, Minitab and JMP, 2013 [[http://d.nipax.cz/PS/english%20textbooks/MistatMain.pdf|pdf]] | *R.S. Kenett, S. Zacks: Modern Industrial Statistics, with applications in R, Minitab and JMP, 2013 [[https://books.google.cz/books?id=jtRiAgAAQBAJ&pg=PT712&lpg=PT712&dq=R.S.+Kenett,+S.+Zacks:+Modern+Industrial+Statistics,+with+applications+in+R|google]] |
*E-handbook of Statistical Methods, [[http://www.itl.nist.gov/div898/handbook|NIST]] | *E-handbook of Statistical Methods, [[http://www.itl.nist.gov/div898/handbook|NIST]] |
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**__Časové řady__** | **__Časové řady__** |
* Chair of Statistics: {{:stochasticke_procesy:2012-august-01-times.pdf|A First Course on Time Series Analysis - Examples with SAS}} | * Chair of Statistics: [[http://www.statistik-mathematik.uni-wuerzburg.de/fileadmin/10040800/user_upload/time_series/the_book/2011-March-01-times.pdf|A First Course on Time Series Analysis - Examples with SAS]] |
* Brockwell P.J., Davis R.A.: {{:stochasticke_procesy:2002-brockwell-introduction_time_series_and_forecasting.pdf|Introduction to Time Series and Forecasting}} | * Brockwell P.J., Davis R.A.: [[https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=6&ved=2ahUKEwip1PSDn-fdAhXBECwKHUC_AMEQFjAFegQIBxAC&url=https%3A%2F%2Fwww.researchgate.net%2Ffile.PostFileLoader.html%3Fid%3D5524f76cd3df3e2e7d8b4627%26assetKey%3DAS%3A273752485498895%401442279086851&usg=AOvVaw33k2rsI_PC-pIcFRZku5oV|Introduction to Time Series and Forecasting]] |
* Shumway R.H., Stoffer D.S.: {{:stochasticke_procesy:tsa3ez.pdf|Time Series Analysis and Its Applications (With R Examples)}} | * Shumway R.H., Stoffer D.S.: [[http://db.ucsd.edu/static/TimeSeries.pdf|Time Series Analysis and Its Applications (With R Examples)]] |
* Ihaka Ross: {{:stochasticke_procesy:ihaka_notes.pdf|Time Series Analysis}} | * Ihaka Ross: [[https://www.stat.auckland.ac.nz/~ihaka/726/notes.pdf|Time Series Analysis]] |
* Adhikari R., Agrawal R.K.: {{:stochasticke_procesy:1302.6613.pdf|An Introductory Study on Time Series Modeling and Forecasting}} | * Adhikari R., Agrawal R.K.: [[https://www.researchgate.net/publication/235219651_An_Introductory_Study_on_Time_series_Modeling_and_Forecasting|An Introductory Study on Time Series Modeling and Forecasting]] |
* Hančlová J., Tvrdý L.: {{:stochasticke_procesy:analyzacasrad.pdf|Úvod do analýzy časových řad}} | * Křivý I.: [[http://www1.osu.cz/~bujok/files/ancas.pdf|Úvod do analýzy časových řad]] |
* Prášková Z.: {{:stochasticke_procesy:nahodne_procesy.pdf|Náhodné procesy}} | * Arlt, Arltová: {{ ::arltovi_vse.pdf |Analýza ekonomických časových řad s příklady}} |
* NIST: [[http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm|Introduction to Time Series Analysis]] | * NIST: [[http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm|Introduction to Time Series Analysis]] |
* Australian Bureau of Statistics: [[http://www.abs.gov.au/websitedbs/D3310114.nsf/home/Time+Series+Analysis:+The+Basics|Time Series Analysis: The Basics]] | * Australian Bureau of Statistics: [[http://www.abs.gov.au/websitedbs/D3310114.nsf/home/Time+Series+Analysis:+The+Basics|Time Series Analysis: The Basics]] |
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**__Markovské procesy__** | **__Markovské procesy__** |
* Tijms H.C.: {{:stochasticke_procesy:a_first_course_in_stochastic_models.pdf|A First Course in Stochastic Models}} | * Tijms H.C.: [[https://www.ctanujit.org/uploads/2/5/3/9/25393293/_a_first_course_in_stochastic_models_by_darksiderg.pdf|A First Course in Stochastic Models]] |
* Pardoux E.: {{:stochasticke_procesy:markov_processes.pdf|Markov Processes and Applications}} | * Pardoux E.: [[https://doc.lagout.org/science/0_Computer%20Science/2_Algorithms/Markov%20Processes%20and%20Applications_%20Algorithms%2C%20Networks%20Genome%20and%20Finance%20%5BPardoux%202009-01-07%5D.pdf|Markov Processes and Applications]] |
* White D.J.: {{:stochasticke_procesy:wiley-white_d.j.-markov_decision_processes_1993_.pdf|Markov Decision Processes}} | * White D.J.: {{:stochasticke_procesy:wiley-white_d.j.-markov_decision_processes_1993_.pdf|Markov Decision Processes}} |
* Křivý I.: {{:stochasticke_procesy:random_processes.pdf|Náhodné procesy}} | * Křivý I.: [[http://atrey.karlin.mff.cuni.cz/~mk/29ad650d74/Random_Processes.pdf|Náhodné procesy]] |
| * Prášková Z.: [[http://www.karlin.mff.cuni.cz/~praskova/web1.pdf|Náhodné procesy]] |
* Ullrich M.: {{:stochasticke_procesy:skripta_ulrich_1.pdf|Základy teorie náhodných procesů}} | * Ullrich M.: {{:stochasticke_procesy:skripta_ulrich_1.pdf|Základy teorie náhodných procesů}} |
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* Meyn S.P., Tweedie R.L.: {{:stochasticke_procesy:markovchainsandstocasticstability.pdf|Markov Chains and Stochastic Stability}} | * Meyn S.P., Tweedie R.L.: {{:stochasticke_procesy:markovchainsandstocasticstability.pdf|Markov Chains and Stochastic Stability}} |
* Neuts M.F.: {{:stochasticke_procesy:matrix_geometric_solution_neuts.pdf|Matrix-Geometric Solutions in Stochastic Models}} | * Neuts M.F.: {{:stochasticke_procesy:matrix_geometric_solution_neuts.pdf|Matrix-Geometric Solutions in Stochastic Models}} |
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