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Description
  • This contribution deals with tests on the stability of statistical models. The problem is formulated in terms of testing the null hypothesis against the alternative hypothesis. The null hypothesis claims that the model remains the same during the whole observational period, usually it means that the parameters of the model do not change. The alternative hypothesis claims that, at an unknown time point, the model changes, which means that some of the parameters of the model are subject to a~change. We consider both Bayesian type procedures as well as procedures based on the maximum likelihood principle.
  • This contribution deals with tests on the stability of statistical models. The problem is formulated in terms of testing the null hypothesis against the alternative hypothesis. The null hypothesis claims that the model remains the same during the whole observational period, usually it means that the parameters of the model do not change. The alternative hypothesis claims that, at an unknown time point, the model changes, which means that some of the parameters of the model are subject to a~change. We consider both Bayesian type procedures as well as procedures based on the maximum likelihood principle. (en)
Title
  • Change point detection
  • Change point detection (en)
skos:prefLabel
  • Change point detection
  • Change point detection (en)
skos:notation
  • RIV/00216208:11320/10:10053218!RIV11-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/09/0755), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 250278
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/10:10053218
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Change point problem, linear model, AR and ARMA processes (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [7FAB31812F28]
http://linked.open...i/riv/nazevZdroje
  • Forum Statisticum Slovacum
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 6
http://linked.open...iv/tvurceVysledku
  • Jarušková, Daniela
  • Antoch, Jaromír
http://linked.open...n/vavai/riv/zamer
issn
  • 1336-7420
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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