Michal Pešta

Available identifiers

zbMath Open pesta.michalWikidataQ102414333 ScholiaQ102414333MaRDI QIDQ778559

List of research outcomes

Publication	Date of Publication	Type
Quasi-likelihood estimation in volatility models for semi-continuous time series	2024-11-12	Paper
Real-time changepoint detection in a nonlinear expectile model	2024-04-15	Paper
Investment disputes and their explicit role in option market uncertainty and overall risk instability	2023-12-14	Paper
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING	2022-06-13	Paper
Infinitely stochastic micro reserving	2021-10-19	Paper
Implied Volatility Surface Estimation via Quantile Regularization	2020-12-18	Paper
Changepoint in dependent and non-stationary panels	2020-11-02	Paper
Nuisance-parameter-free changepoint detection in non-stationary series	2020-08-27	Paper
Changepoint estimation for dependent and non-stationary panels.	2020-07-02	Paper
Changepoint in Linear Relations	2019-08-28	Paper
Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation	2019-06-14	Paper
Variance estimation free tests for structural changes in regression	2019-06-12	Paper
Structural breaks in dependent, heteroscedastic, and extremal panel data	2019-03-01	Paper
Change point in panel data with small fixed panel size: ratio and non-ratio test statistics	2018-10-12	Paper
Abrupt change in mean using block bootstrap and avoiding variance estimation	2018-02-07	Paper
Score tests for covariate effects in conditional copulas	2017-08-03	Paper
Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing	2017-07-18	Paper
Modelling prescription behaviour of general practitioners	2017-07-03	Paper
Block bootstrap for dependent errors-in-variables	2017-04-27	Paper
Unitarily invariant errors-in-variables estimation	2016-12-15	Paper
Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap	2016-02-08	Paper
Testing structural changes in panel data with small fixed panel size and bootstrap	2015-08-03	Paper
Conditional least squares and copulae in claims reserving for a single line of business	2015-01-28	Paper
Modeling dependencies in claims reserving with GEE	2014-06-23	Paper
Asymptotic consistency and inconsistency of the chain ladder	2014-04-14	Paper
Asymptotics for weakly dependent errors-in-variables	2013-12-19	Paper
Total least squares and bootstrapping with applications in calibration	2013-11-21	Paper
Strongly consistent estimation in dependent errors-in-variables	2011-10-05	Paper

Research outcomes over time

This page was built for person: Michal Pešta