Zuzana Prášková

From MaRDI portal
Person:458631

Available identifiers

zbMath Open praskova.zuzanaWikidataQ95376890 ScholiaQ95376890MaRDI QIDQ458631

List of research outcomes

PublicationDate of PublicationType
Estimating a gradual parameter change in an AR(1)-process2022-08-25Paper
Change point detection in vector autoregression2019-03-01Paper
Bootstrap change point testing for dependent data2018-10-12Paper
Monitoring Changes in RCA Models2016-11-18Paper
Comments on: ``Extensions of some classical methods in change point analysis2015-01-29Paper
Robust monitoring of CAPM portfolio betas. II2014-10-08Paper
\(M\)-procedures for detection of a change under weak dependence2014-05-05Paper
Delay time in monitoring jump changes in linear models2013-06-25Paper
On Testing Changes in Autoregressive Parameters of a VAR Model2013-06-13Paper
Robust monitoring of CAPM portfolio betas2013-03-12Paper
https://portal.mardi4nfdi.de/entity/Q31438022012-12-04Paper
https://portal.mardi4nfdi.de/entity/Q53896762012-04-23Paper
On the detection of changes in autoregressive time series. II: Resampling procedures2008-03-28Paper
On the detection of changes in autoregressive time series. I: Asymptotics.2007-03-27Paper
CWLS and ML estimates in a heteroscedastic RCA(1) model2005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q48143772004-09-07Paper
Effect of dependence on statistics for determination of change2003-01-15Paper
https://portal.mardi4nfdi.de/entity/Q27697032002-06-10Paper
https://portal.mardi4nfdi.de/entity/Q56877041996-12-16Paper
https://portal.mardi4nfdi.de/entity/Q48645901996-03-07Paper
https://portal.mardi4nfdi.de/entity/Q40352001993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q34926481990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34761141989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168291988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37681991987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36849081984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36962901984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36703671982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39623171982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41047351976-01-01Paper

Research outcomes over time


Doctoral students

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