0484133 - ÚI 2018 RIV ES eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.Change Point Detection in Autoregression Without Variability Estimation.
Proceedings of the International work-conference on Time Series 2017. Granada: Godel Editorial, 2017 - (Valenzuela, O.; Rojas, F.; Pomares, H.; Rojas, I.), s. 674-685. ISBN 978-84-17293-01-7.
[ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985807
Keywords : change point * structural change * change in autoregression * hypothesis testing * ratio type statistic * variance estimation free test
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0279300
