Search results

  1. 1.
    0533575 - ÚI 2021 RIV CZ cze J - Journal Article
    Pidnebesna, Anna - Helisová, K. - Staněk, J.
    Statistická analýza závislostí mezi různými typy dokumentů podaných na obecní úřady v České republice.
    [Statistical Analysis of Dependencies among Submissions to Municipalities in the Czech Republic.]
    Informační bulletin České statistické společnosti. Roč. 29, č. 3 (2018), s. 1-19. ISSN 1210-8022
    Institutional support: RVO:67985807
    Keywords : bod změny (change point) * gamma rozdělení * obecní úřad * podaný dokument * vícedimenzionální časová řada * Change Point Detection * Gamma Distribution * Multiple Time Series * Municipality * Submission
    OECD category: Statistics and probability
    Method of publishing: Open access
    Permanent Link: http://hdl.handle.net/11104/0311925
    FileDownloadSizeCommentaryVersionAccess
    0533575-aw.pdf4481.4 KBvolně onlineAuthor´s preprintopen-access
     
     
  2. 2.
    0533072 - ÚI 2021 CZ eng D - Thesis
    Pidnebesna, Anna
    Statistical Analysis of the Spatiotemporal Processes.
    Czech Technical University in Prague, Faculty of Electrical Engineering. Defended: Prague. 16. 9. 2020. - Prague: Czech Technical University in Prague, 2020. 89 s.
    Keywords : spatiotemporal point process * multivariate time series * neuronal activity estimation * deconvolution methods * intensity function * K-function * pair-correlation function * change point * Dantzig Selector * LASSO * adjusted Akaike Information Criterion * Bayesian Information Criterion * effective connectivity * functional magnetic resonance imaging * hemodynamic response
    Permanent Link: http://hdl.handle.net/11104/0311564
    FileDownloadSizeCommentaryVersionAccess
    0533072-a-apdise.pdf618 MBOtheropen-access
     
     
  3. 3.
    0507530 - NHÚ 2020 RIV US eng J - Journal Article
    Antoch, J. - Hanousek, Jan - Horváth, L. - Hušková, M. - Wang, S.
    Structural breaks in panel data: large number of panels and short length time series.
    Econometric Reviews. Roč. 38, č. 7 (2019), s. 828-855. ISSN 0747-4938. E-ISSN 1532-4168
    Institutional support: RVO:67985998
    Keywords : bootstrap * change point problem * four factor CAPM m
    OECD category: Applied Economics, Econometrics
    Impact factor: 0.933, year: 2019
    Method of publishing: Open access
    https://oadoi.org/10.1080/07474938.2018.1454378
    Permanent Link: http://hdl.handle.net/11104/0298513
     
     
  4. 4.
    0505020 - NHU-C 2020 RIV CZ cze J - Journal Article
    Antoch, J. - Hušková, M. - Hanousek, Jan - Trešl, Jiří
    Detekce změn v panelových datech: změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize.
    [Detection of changes in panel data: change in Fama-French model parameters for selected European stocks during the financial crisis.]
    Politická ekonomie. Roč. 67, č. 1 (2019), s. 3-19. ISSN 0032-3233. E-ISSN 0032-3233
    Institutional support: Progres-Q24
    Keywords : asset pricing * change point detection * Fama-French four-factor model
    OECD category: Finance
    Impact factor: 0.351, year: 2019
    Method of publishing: Open access
    https://polek.vse.cz/pdfs/pol/2019/01/01.pdf
    Permanent Link: http://hdl.handle.net/11104/0296546
     
     
  5. 5.
    0490843 - ÚI 2019 RIV CH eng C - Conference Paper (international conference)
    Peštová, Barbora - Pešta, M.
    Change Point in Panel Data with Small Fixed Panel Size: Ratio and Non-ratio Test Statistics.
    Statistics and Simulation. Cham: Springer, 2018 - (Pilz, J.; Rasch, D.; Melas, V.; Moder, K.), s. 259-271. Springer Proceedings in Mathematics and Statistics, 231. ISBN 978-3-319-76034-6. ISSN 2194-1009. E-ISSN 2194-1017.
    [IWS 2015. International Workshop on Simulation /8./. Vienna (AT), 21.09.2015-25.09.2015]
    R&D Projects: GA ČR(CZ) GBP402/12/G097
    Institutional support: RVO:67985807
    Keywords : Change point * Panel data * Change in mean * Hypothesis testing * Structural change * Ratio type statistics
    OECD category: Statistics and probability
    Permanent Link: http://hdl.handle.net/11104/0284981
    FileDownloadSizeCommentaryVersionAccess
    a0490843.pdf6181 KBAuthor´s preprintrequire
     
     
  6. 6.
    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
    FileDownloadSizeCommentaryVersionAccess
    a0484133.pdf7516.9 KBPublisher’s postprintrequire
     
     
  7. 7.
    0484127 - ÚI 2019 RIV CH eng C - Conference Paper (international conference)
    Peštová, Barbora - Pešta, M.
    Asymptotic and Bootstrap Tests for a Change in Autoregression Omitting Variability Estimation.
    Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017. Cham: Springer, 2018 - (Rojas, I.; Pomares, H.; Valenzuela, O.), s. 187-202. Contributions to Statistics. ISBN 978-3-319-96943-5. ISSN 1431-1968.
    [ITISE 2017. International Work-Conference on Time Series. Granada (ES), 18.09.2017-20.09.2017]
    Grant - others:GA ČR(CZ) GJ18-01781Y
    Institutional support: RVO:67985807
    Keywords : change point * structural change * change in autoregression * hypothesis testing * bootstrap * ratio type statistic * variance estimation free test
    OECD category: Statistics and probability
    Permanent Link: http://hdl.handle.net/11104/0279297
     
     
  8. 8.
    0483701 - ÚI 2020 RIV CH eng C - Conference Paper (international conference)
    Peštová, Barbora - Pešta, M.
    Variance estimation free tests for structural changes in regression.
    Nonparametric Statistics : 3rd ISNPS, Avignon, France, June 2016. Cham: Springer, 2018 - (Bertail, P.; Blanke, D.; Cornillon, P.; Matzner-Lober, E.), February, s. 357-373. Springer Proceedings in Mathematics & Statistics, 250. ISBN 978-3-319-96941-1. ISSN 2194-1009.
    [ISNPS 2016. Conference of the International Society for Non-Parametric Statistics /3./. Avignon (FR), 11.06.2016-16.06.2016]
    Grant - others:GA ČR(CZ) GBP402/12/G097
    Program: GB
    Institutional support: RVO:67985807
    Keywords : change point * structural change * change in regression * hypothesis testing * ratio type statistics * robustness * variance estimation free test
    OECD category: Statistics and probability
    Permanent Link: http://hdl.handle.net/11104/0278906
     
     
  9. 9.
    0483674 - ÚI 2019 RIV DE eng J - Journal Article
    Peštová, Barbora - Pešta, M.
    Abrupt change in mean using block bootstrap and avoiding variance estimation.
    Computational Statistics. Roč. 33, č. 1 (2018), s. 413-441. ISSN 0943-4062. E-ISSN 1613-9658
    Grant - others:GA ČR(CZ) GJ15-04774Y
    Institutional support: RVO:67985807
    Keywords : Block bootstrap * Change in mean * Change point * Hypothesis testing * Ratio type statistics * Robustness
    OECD category: Statistics and probability
    Impact factor: 0.680, year: 2018
    Permanent Link: http://hdl.handle.net/11104/0278894
     
     
  10. 10.
    0481518 - ÚI 2018 DE eng J - Journal Article
    Peštová, Barbora - Pešta, M.
    Testing structural changes in panel data with small fixed panel size and bootstrap.
    Metrika. Roč. 78, č. 6 (2015), s. 665-689. ISSN 0026-1335. E-ISSN 1435-926X
    Keywords : change-point * Change point * Panel data * Change in mean * Fixed panel size * Short panels * Ratio type statistics * Bootstrap
    Impact factor: 0.595, year: 2015
    Permanent Link: http://hdl.handle.net/11104/0277058
     
     

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.