Search results
- 1.0570759 - NHÚ 2024 RIV DE eng J - Journal Article
Drábek, Zdeněk - Kopa, M. - Maciak, M. - Pešta, M. - Vitali, S.
Investment disputes and their explicit role in option market uncertainty and overall risk instability.
Computational Management Science. Roč. 20, č. 1 (2023), č. článku 15. ISSN 1619-697X. E-ISSN 1619-6988
R&D Projects: GA ČR GA18-04630S
Institutional support: RVO:67985998
Keywords : implied volatility * investment disputes * artifcial options
OECD category: Applied Economics, Econometrics
Impact factor: 0.9, year: 2022
Method of publishing: Open access
https://doi.org/10.1007/s10287-023-00447-1
Permanent Link: https://hdl.handle.net/11104/0342093 - 2.0567128 - 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 - 3.0524854 - 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 - 4.0524844 - ÚI 2021 RIV US eng J - Journal Article
Maciak, M. - Pešta, M. - Peštová, Barbora
Changepoint in Dependent and Non-Stationary Panels.
Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. ISSN 0932-5026. E-ISSN 1613-9798
Institutional support: RVO:67985807
Keywords : Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance
OECD category: Statistics and probability
Impact factor: 2.234, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1007/s00362-020-01180-6
Permanent Link: http://hdl.handle.net/11104/0309101 - 5.0505369 - ÚI 2020 GR eng J - Journal Article
Liška, V. - Holubec, L. - Třeška, V. - Vrzalová, J. - Skalický, T. - Sutnar, A. - Kormunda, S. - Bruha, J. - Vyčítal, O. - Fínek, J. - Pešta, M. - Pecen, Ladislav - Topolčan, O.
Evaluation of Tumour Markers as Differential Diagnostic Tool in Patients with Suspicion of Liver Metastases from Breast Cancer.
Anticancer Research. Roč. 31, č. 4 (2011), s. 1447-1451. ISSN 0250-7005. E-ISSN 1791-7530
Keywords : colorectal-cancer * practice guidelines * egtm guidelines * european group * ca 15-3 * resection * disease * cea * recommendations * antigen * Breast cancer liver metastases * liver surgery * tumour markers * prognostic factors * differental diagnosis * benign liver lesions
Impact factor: 1.725, year: 2011
Permanent Link: http://hdl.handle.net/11104/0296815 - 6.0505368 - ÚI 2020 GR eng J - Journal Article
Buňátová, K. - Pešta, M. - Kulda, V. - Topolčan, O. - Vrzalová, J. - Sutnar, A. - Třeška, V. - Pecen, Ladislav - Liška, V.
Plasma TIMP1 Level Is a Prognostic Factor in Patients with Liver Metastases.
Anticancer Research. Roč. 32, č. 10 (2012), s. 4601-4606. ISSN 0250-7005. E-ISSN 1791-7530
Keywords : primary colorectal-cancer * tissue inhibitor * matrix metalloproteinase-1 * clinical-relevance * hepatic resection * serum * survival * mmp-9 * cea * combination * Tumor markers * liver metastases * timp1 * prognosis * blood plasma
Impact factor: 1.713, year: 2012
Permanent Link: http://hdl.handle.net/11104/0296814 - 7.0505364 - ÚI 2020 GR eng J - Journal Article
Pešta, M. - Kulda, V. - Kučera, R. - Pešek, M. - Vrzalová, J. - Liška, V. - Pecen, Ladislav - Třeška, V. - Šafránek, J. - Pražáková, M. - Vyčítal, O. - Brůha, J. - Holubec, L. - Topolčan, O.
Prognostic Significance of TIMP-1 in Non-small Cell Lung Cancer.
Anticancer Research. Roč. 31, č. 11 (2011), s. 4031-4038. ISSN 0250-7005. E-ISSN 1791-7530
Keywords : primary colorectal-cancer * growth-promoting activity * breast epithelial-cells * tissue inhibitor * metalloproteinases-1 timp-1 * adverse prognosis * messenger-rna * serum timp-1 * carcinoma * mmp-9 * Non-small cell lung cancer * timp1 * mRNA * dfi * survival * blood plasma
Impact factor: 1.725, year: 2011
Permanent Link: http://hdl.handle.net/11104/0296810 - 8.0494146 - 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 - 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