0484127 - ÚI 2019 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.Asymptotic and Bootstrap Tests for a Change in Autoregression Omitting Variability Estimation.
Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017. Cham: Springer, 2018 - (Rojas, I.; Pomares, H.; Valenzuela, O.), s. 187-202. Contributions to Statistics. ISBN 978-3-319-96943-5. ISSN 1431-1968.
[ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : change point * structural change * change in autoregression * hypothesis testing * bootstrap * ratio type statistic * variance estimation free test
OECD category: Statistics and probability
Permanent Link: http://hdl.handle.net/11104/0279297
