Number of the records: 1  

Changepoint in Dependent and Non-Stationary Panels

  1. 1.
    SYSNO0524844
    TitleChangepoint in Dependent and Non-Stationary Panels
    Author(s) Maciak, M. (CZ)
    Pešta, M. (CZ)
    Peštová, Barbora (UIVT-O) RID, SAI
    Corespondence/seniorPešta, M. - Korespondující autor
    Source Title Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. - : Springer
    Document TypeČlánek v odborném periodiku
    Institutional supportUIVT-O - RVO:67985807
    Languageeng
    CountryUS
    Keywords Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance
    Cooperating institutions MFF UK (Czech Republic)
    URLhttp://dx.doi.org/10.1007/s00362-020-01180-6
    Permanent Linkhttp://hdl.handle.net/11104/0309101
     
Number of the records: 1  

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