Zuzana Prášková

Available identifiers

zbMath Open praskova.zuzanaWikidataQ95376890 ScholiaQ95376890MaRDI QIDQ458631

List of research outcomes

Publication	Date of Publication	Type
Estimating a gradual parameter change in an AR(1)-process	2022-08-25	Paper
Change point detection in vector autoregression	2019-03-01	Paper
Bootstrap change point testing for dependent data	2018-10-12	Paper
Monitoring Changes in RCA Models	2016-11-18	Paper
Comments on: ``Extensions of some classical methods in change point analysis	2015-01-29	Paper
Robust monitoring of CAPM portfolio betas. II	2014-10-08	Paper
\(M\)-procedures for detection of a change under weak dependence	2014-05-05	Paper
Delay time in monitoring jump changes in linear models	2013-06-25	Paper
On Testing Changes in Autoregressive Parameters of a VAR Model	2013-06-13	Paper
Robust monitoring of CAPM portfolio betas	2013-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q3143802	2012-12-04	Paper
https://portal.mardi4nfdi.de/entity/Q5389676	2012-04-23	Paper
On the detection of changes in autoregressive time series. II: Resampling procedures	2008-03-28	Paper
On the detection of changes in autoregressive time series. I: Asymptotics.	2007-03-27	Paper
CWLS and ML estimates in a heteroscedastic RCA(1) model	2005-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4814377	2004-09-07	Paper
Effect of dependence on statistics for determination of change	2003-01-15	Paper
Volatility estimation and bootstrap	2002-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q5687704	1996-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q4864590	1996-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4035200	1993-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q3492648	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3476114	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3816829	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3768199	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3696290	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3684908	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3962317	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3670367	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4104735	1976-01-01	Paper

Research outcomes over time

This page was built for person: Zuzana Prášková