A note studentized confidence intervals for the change-point
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10050552" target="_blank" >RIV/00216208:11320/10:10050552 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A note studentized confidence intervals for the change-point
Original language description
Studied time series models with an abrupt change in the mean with dependent errors. A suitable version of bootstrap is proposed, properties studied, simulation study checks the finite dimensional properties.
Czech name
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Czech description
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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/GC201%2F09%2FJ006" target="_blank" >GC201/09/J006: Structural Breaks in Time Series</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
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Computational Statistics
ISSN
0943-4062
e-ISSN
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Volume of the periodical
25
Issue of the periodical within the volume
2
Country of publishing house
DE - GERMANY
Number of pages
21
Pages from-to
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UT code for WoS article
000276653900006
EID of the result in the Scopus database
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