Search results
- 1.0524854 - 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 - 2.0518370 - ÚTIA 2021 RIV GB eng J - Journal Article
Hudecová, Š. - Klicnarová, Jana - Šiman, Miroslav
Incomplete interdirections and lift-interdirections.
Journal of Nonparametric Statistics. Roč. 32, č. 1 (2020), s. 93-108. ISSN 1048-5252. E-ISSN 1029-0311
R&D Projects: GA ČR GA17-07384S
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985556
Keywords : interdirection * multivariate rank * multivariate sign * signed-rank test * robustness
OECD category: Statistics and probability
Impact factor: 1.231, year: 2020
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/SI/siman-0518370.pdf https://www.tandfonline.com/doi/full/10.1080/10485252.2019.1700255
Permanent Link: http://hdl.handle.net/11104/0304157 - 3.0494146 - 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