Changepoint Estimation for Dependent and Non-Stationary Panels

Number of the records: 1

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SYSNO	0524854
Title	Changepoint Estimation for Dependent and Non-Stationary Panels
Author(s)	Pešta, M. (CZ) Peštová, Barbora (UIVT-O)_{RID, SAI} Maciak, M. (CZ)
Source Title	Applications of Mathematics. Roč. 65, č. 3 (2020), s. 299-310. - : Springer
Document Type	Článek v odborném periodiku
Grant	GJ18-01781Y, CZ - Czech Republic
Institutional support	UIVT-O - RVO:67985807
Language	eng
Country	CZ
Keywords	panel data * changepoint * change in means * estimation * dependence * non-stationarity * call options * non-life insurance
URL	http://hdl.handle.net/11104/0309102
Permanent Link	http://hdl.handle.net/11104/0309102

	File	Download	Size	Commentary	Version	Access
	0524854-a.pdf	6	178 KB		Publisher’s postprint	open-access

Number of the records: 1