Change point analysis based on empirical characteristic functions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F06%3A00003031" target="_blank" >RIV/00216208:11320/06:00003031 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/06:00041904 RIV/00216208:11320/06:00005558
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Change point analysis based on empirical characteristic functions
Original language description
Test procedures for detection of a change in the distribution of a sequence of independent observations based on empirical characteristic functions are developed and their limit properties are studied. Theoretical results are accompanied by a simulationstudy.
Czech name
Detekce změny založená na empirických charakteristických funkcích
Czech description
Postupy pro detekci změn založené na empirických charakteristických funkcích. Teoretické výsledky jsou doprovázeny simulační studií.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F03%2F0945" target="_blank" >GA201/03/0945: Statistical models for structural changes and related problems II.</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Metrika
ISSN
0026-1335
e-ISSN
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Volume of the periodical
2006
Issue of the periodical within the volume
63
Country of publishing house
DE - GERMANY
Number of pages
24
Pages from-to
145-168
UT code for WoS article
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EID of the result in the Scopus database
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