يعرض 1 - 20 نتائج من 20 نتيجة بحث عن '"Hrach, Karel"', وقت الاستعلام: 0.47s تنقيح النتائج
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    وصف الملف: p. 38 - 45; application/pdf

    Relation: IV. Mezinárodní konference : kvalita a její perspektivy; https://hdl.handle.net/10195/69683

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    Alternate Title: Sulfonylurea derivatives and risk of hypoglycaemia in type 2 diabetic patients. (English)

    المصدر: Internal Medicine / Vnitrni Lekarstvi; 2020, Vol. 66 Issue 6, p35-42, 8p

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    المساهمون: Charles University Grant Agency, Internal Grant Agency of the Ministry of Health of the Czech Republic

    المصدر: Pediatric Pulmonology ; volume 47, issue 9, page 864-875 ; ISSN 8755-6863 1099-0496

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    المؤلفون: Anděl, Jiří, Hrach, Karel

    وصف الملف: application/pdf

    Relation: mr:MR1773506; zbl:Zbl 1248.62141; reference:[1] Anděl J.: Dependent random variables with a given marginal distribution.Acta Univ. Carolin. – Math. Phys. 24 (1983), 3–11 MR 0733140; reference:[2] Anděl J.: Marginal distributions of autoregressive processes.In: Trans. 9th Prague Conf. Inform. Theory, Statist. Decision Functions, Random Processes, Academia, Prague 1983, pp. 127–135 MR 0757732; reference:[3] Anděl J.: On linear processes with given moments.J. Time Ser. Anal. 8 (1987), 373–378 MR 0917790, 10.1111/j.1467-9892.1987.tb00001.x; reference:[4] Anděl J.: AR(1) processes with given moments of marginal distribution.Kybernetika 22 (1989), 337–347 Zbl 0701.62087, MR 1024709; reference:[5] Anděl J., Bartoň T.: A note on the threshold AR(1) model with Cauchy innovations.J. Time Ser. Anal. 7 (1986), 1–5 Zbl 0587.60033, MR 0832348, 10.1111/j.1467-9892.1986.tb00481.x; reference:[6] Anděl J., Garrido M.: On stationary distributions of some time series models.In: Trans. 10th Prague Conf. Inform. Theory, Statist. Decision Functions, Random Processes, Academia, Prague 1988, pp. 193–202 MR 1136274; reference:[7] Anděl J., Gómez M., Vega C.: Stationary distribution of some nonlinear AR(1) processes.Kybernetika 25 (1989), 453–460 Zbl 0701.60029, MR 1035151; reference:[8] Anděl J., Netuka I., Zvára K.: On threshold autoregressive processes.Kybernetika 20 (1984), 89–106 Zbl 0547.62058, MR 0747062; reference:[9] Bernier J.: Inventaire des modèles et processus stochastique applicables de la description des déluts journaliers des riviers.Rev. Inst. Internat. Statist. 38 (1970), 50–71 10.2307/1402324; reference:[10] Davis R. A., Rosenblatt M.: Parameter estimation for some time series models without contiguity.Statist. Probab. Lett. 11 (1991), 515–521 Zbl 0725.62079, MR 1116746, 10.1016/0167-7152(91)90117-A; reference:[11] Feller W.: An Introduction to Probability Theory and its Applications II.Wiley, New York 1966 MR 0210154; reference:[12] Gaver D. P., Lewis P. A. W.: First–order autoregressive gamma sequences and point processes.Adv. in Appl. Probab. 12 (1980), 727–745 Zbl 0453.60048, MR 0578846, 10.2307/1426429; reference:[13] Haiman G.: Upper and lower bounds for the tail of the invariant distribution of some AR(1) processes.In: Asymptotic Methods in Probability and Statistics (B. Szyszkowicz, ed.), North–Holland/Elsevier, Amsterdam 1998, pp. 723–730 Zbl 0926.62080, MR 1661513; reference:[14] Hamilton J. D.: Time Series Analysis.Princeton University Press, Princeton 1994 Zbl 0831.62061, MR 1278033; reference:[15] Loève M.: Probability Theory.Second edition. Van Nostrand, Princeton 1955 Zbl 0385.60001, MR 0203748; reference:[16] Rényi A.: Probability Theory.Akadémiai Kiadó, Budapest 1970; reference:[17] Sondhi M. M.: Random processes with specified spectral density and first–order probability density.Bell System Technical J. 62 (1983), 679–701 10.1002/j.1538-7305.1983.tb04411.x; reference:[18] Štěpán J.: Teorie pravděpodobnosti.Academia, Praha 1987; reference:[19] Tong H.: Non–linear Time Series.Clarendon Press, Oxford 1990 Zbl 0835.62076, MR 1079320; reference:[20] Research, Wolfram, Inc.: Mathematica, Version 2.2. Wolfram Research, Inc., Champaign, Illinois 1994

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