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Description
  • V článku jsou diskutovány různé testovací statistiky, jež mohou být použity pro detekci změny v parametrech autoregresivních časových řad. Je doplněno malou simulační studií. (cs)
  • Various test statistics are discussed which can be used for detection changes in parameters of autoregressive time series. A limiting behavior of the test statistics is derived under the null hypothesis of no change as well as under alternatives. These asymptotic results are compared to some corresponding bootstrap procedures. A small simulation study is conducted.
  • Various test statistics are discussed which can be used for detection changes in parameters of autoregressive time series. A limiting behavior of the test statistics is derived under the null hypothesis of no change as well as under alternatives. These asymptotic results are compared to some corresponding bootstrap procedures. A small simulation study is conducted. (en)
Title
  • On detection of changes in autoregressive time series I. Asymptotics
  • On detection of changes in autoregressive time series I. Asymptotics (en)
  • Detekce změn v autoregresivních časových řadách I. Asymptotika (cs)
skos:prefLabel
  • On detection of changes in autoregressive time series I. Asymptotics
  • On detection of changes in autoregressive time series I. Asymptotics (en)
  • Detekce změn v autoregresivních časových řadách I. Asymptotika (cs)
skos:notation
  • RIV/00216208:11320/07:00004287!RIV08-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 1243;1259
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/06/0186), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 137
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
  • 439207
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/07:00004287
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • detection; changes; autoregressive; series; Asymptotics (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [216216B6F62F]
http://linked.open...i/riv/nazevZdroje
  • Journal of Statistical Planning and Inference
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
  • 2007
http://linked.open...iv/tvurceVysledku
  • Prášková, Zuzana
  • Hušková, Marie
http://linked.open...n/vavai/riv/zamer
issn
  • 0378-3758
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
is http://linked.open...avai/riv/vysledek of
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