Search results
- 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/11104/0311925File Download Size Commentary Version Access 0533575-aw.pdf 4 481.4 KB volně online Author´s preprint open-access - 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/11104/0311564File Download Size Commentary Version Access 0533072-a-apdise.pdf 6 18 MB Other open-access - 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 - 4.0505020 - 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 - 5.0490843 - 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/11104/0284981File Download Size Commentary Version Access a0490843.pdf 6 181 KB Author´s preprint require - 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/11104/0279300File Download Size Commentary Version Access a0484133.pdf 7 516.9 KB Publisher’s postprint require - 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 - 8.0483701 - 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 - 9.0483674 - 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 - 10.0481518 - 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