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Changepoint in Dependent and Non-Stationary Panels
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SYSNO 0524844 Title Changepoint in Dependent and Non-Stationary Panels Author(s) Maciak, M. (CZ)
Pešta, M. (CZ)
Peštová, Barbora (UIVT-O) RID, SAICorespondence/senior Pešta, M. - Korespondující autor Source Title Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. - : Springer Document Type Článek v odborném periodiku Institutional support UIVT-O - RVO:67985807 Language eng Country US Keywords Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance Cooperating institutions MFF UK (Czech Republic) URL http://dx.doi.org/10.1007/s00362-020-01180-6 Permanent Link http://hdl.handle.net/11104/0309101
Number of the records: 1