About: Multiple changes in coefficients of autoregressive models

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We consider autoregressive models with multiple changes in coefficients occurring at unknown times. We deal with an F type test for detection of changes. We propose an application of residual bootstrap to approximate critical values of the test. We consider autoregressive models with multiple changes in coefficients occurring at unknown times. We deal with an F type test for detection of changes. We propose an application of residual bootstrap to approximate critical values of the test. (en)
Title	Multiple changes in coefficients of autoregressive models Multiple changes in coefficients of autoregressive models (en)
skos:prefLabel	Multiple changes in coefficients of autoregressive models Multiple changes in coefficients of autoregressive models (en)
skos:notation	RIV/00216208:11320/09:00207211!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA201/09/0755), P(GD201/05/H007)
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Slezáková Marušiaková, Miriam
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Matematicko-fyzikální fakulta
http://linked.open...dnocenehoVysledku	328016
http://linked.open...ai/riv/idVysledku	RIV/00216208:11320/09:00207211
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Multiple; changes; coefficients; autoregressive; models (en)
http://linked.open.../riv/klicoveSlovo	Multiple models changes coefficients autoregressive
http://linked.open...ontrolniKodProRIV	[2E9B42E63706]
http://linked.open...v/mistoKonaniAkce	Praha
http://linked.open...i/riv/mistoVydani	Praha
http://linked.open...i/riv/nazevZdroje	ROBUST 2008
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Modelling nonhomogeneous time series Statistical dynamical models and their applications in economics, technicques and natural sciences
http://linked.open...UplatneniVysledku	2009
http://linked.open...iv/tvurceVysledku	Marušiaková, Miriam
http://linked.open...vavai/riv/typAkce	CST - Celostátní
http://linked.open.../riv/zahajeniAkce	2009-01-01 (xsd:date)
number of pages	8 (xsd:int)
http://purl.org/ne...btex#hasPublisher	JČMF
https://schema.org/isbn	978-80-7015-004-7
http://localhost/t...ganizacniJednotka	11320
is http://linked.open...avai/riv/vysledek of	Multiple changes in coefficients of autoregressive models Multiple changes in coefficients of autoregressive models Multiple changes in coefficients of autoregressive models Multiple changes in coefficients of autoregressive models

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