Search results
- 1.0494146 - ÚI 2019 RIV CZ eng J - Journal Article
Maciak, M. - Peštová, Barbora - Pešta, M.
Structural breaks in dependent, heteroscedastic, and extremal panel data.
Kybernetika. Roč. 54, č. 6 (2018), s. 1106-1121. ISSN 0023-5954
Grant - others:GA ČR(CZ) GJ18-00522Y; GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * dependence within panels * dependence between panels * changepoint * short panels * heteroscedasticity * ratio type statistics * consistency
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
Permanent Link: http://hdl.handle.net/11104/0287404 - 2.0490843 - 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 - 3.0483701 - 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 - 4.0483674 - 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 - 5.0481518 - 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 - 6.0476538 - ÚI 2018 RIV CH eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Ratio Tests of a Change in Panel Means with Small Fixed Panel Size.
Advances in Time Series Analysis and Forecasting. Cham: Springer, 2017 - (Rojas, I.; Pomares, H.; Valenzuela, O.), s. 223-240. Contributions to Statistics. ISBN 978-3-319-55788-5. ISSN 1431-1968.
[ITISE 2016. International Work-Conference on Time Series. Granada (ES), 27.06.2016-29.06.2016]
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 * fixed panel size * short panels * ratio type statistics
OECD category: Pure mathematics
Permanent Link: http://hdl.handle.net/11104/0273018 - 7.0471326 - ÚI 2017 ES eng A - Abstract
Peštová, Barbora
Abrupt Change in Mean Avoiding Variance Estimation without Boundary Value Problem and Block Bootstrap.
COMPSTAT 2016. Book of Abstracts. ISI, 2016. s. 20-20.
[COMPSTAT 2016. International Conference on Computational Statistics /22./. 26.08.2016-28.08.2016, Oviedo]
Institutional support: RVO:67985807
Keywords : change point * ratio type statistics * hypothesis testing * change in mean * robustness * block bootstrap
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0268718File Download Size Commentary Version Access a0471326.pdf 0 1 MB Publisher’s postprint open-access - 8.0466894 - ÚI 2017 CZ eng A - Abstract
Peštová, Barbora
Abrupt Change in Mean Avoiding Variance Estimation and Block Bootstrap.
ROBUST 2016 Sborník abstraktů. Praha: KPMS MFF UK, 2016. s. 18-18.
[ROBUST 2016. 11.09.2016-16.09.2016, Jeseníky]
Institutional support: RVO:67985807
Keywords : change point * ratio type statistics * hypothesis testing * change in mean * robustness * block bootstrap
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0265809File Download Size Commentary Version Access a0466894.pdf 0 596.6 KB Publisher’s postprint open-access - 9.0466379 - ÚI 2017 RIV ES eng C - Conference Paper (international conference)
Peštová, Barbora - Pešta, M.
Change Point Detection in Panel Data with Small Fixed Panel Size.
Proceedings of the International Work-Conference on Time Series ITISE 2016. Granada: University of Granada, 2016 - (Valenzuela, O.; Rojas, F.; Ruiz, G.; Pomares, H.; Rojas, I.), s. 194-205. ISBN 978-84-16478-93-4.
[ITISE 2016. International Work-Conference on Time Series. Granada (ES), 27.06.2016-29.06.2016]
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 * fixed panel size * short panels * ratio type statistics
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0265825File Download Size Commentary Version Access a0466379.pdf 1 487.1 KB Publisher’s postprint require