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- 1.0567128 - ÚI 2023 RIV CH eng J - Journal Article
Hrba, M. - Maciak, M. - Peštová, Barbora - Pešta, M.
Bootstrapping Not Independent and Not Identically Distributed Data.
Mathematics. Roč. 10, č. 24 (2022), č. článku 4671. E-ISSN 2227-7390
R&D Projects: GA ČR(CZ) GA21-03658S
Institutional support: RVO:67985807
Keywords : bootstrap * statistical inference * asymptotic normality * weakly dependent data * not identically distributed data * moving block bootstrap * law of large numbers * central limit theorem * psychometric evaluation * non-life insurance
OECD category: Statistics and probability
Impact factor: 2.4, year: 2022
Method of publishing: Open access
https://dx.doi.org/10.3390/math10244671
Permanent Link: https://hdl.handle.net/11104/0338390File Download Size Commentary Version Access 0567128-aoa.pdf 3 426.8 KB OA CC BY 4.0 Publisher’s postprint open-access - 2.0524854 - ÚI 2021 RIV CZ eng J - Journal Article
Pešta, M. - Peštová, Barbora - Maciak, M.
Changepoint Estimation for Dependent and Non-Stationary Panels.
Applications of Mathematics. Roč. 65, č. 3 (2020), s. 299-310. ISSN 0862-7940. E-ISSN 1572-9109
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * changepoint * change in means * estimation * dependence * non-stationarity * call options * non-life insurance
OECD category: Statistics and probability
Impact factor: 0.881, year: 2020
Method of publishing: Open access with time embargo
Permanent Link: http://hdl.handle.net/11104/0309102File Download Size Commentary Version Access 0524854-a.pdf 6 178 KB Publisher’s postprint open-access - 3.0471353 - ÚI 2017 RIV CH eng J - Journal Article
Peštová, Barbora - Pešta, M.
Change Point Estimation in Panel Data without Boundary Issue.
Risks. Roč. 5, č. 1 (2017), č. článku 7. E-ISSN 2227-9091
Institutional support: RVO:67985807
Keywords : change point * estimation * consistency * panel data * short panels * boundary issue * structural change * bootstrap * non-life insurance * change in claim amounts
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0268738