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 - 2.0481518 - 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 - 3.0476538 - 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 - 4.0471353 - 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 - 5.0466379 - 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