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Changepoint Estimation for Dependent and Non-Stationary Panels
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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