Bootstrap Change Point Testing for Dependent Data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10384103" target="_blank" >RIV/00216208:11320/18:10384103 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-76035-3_4" target="_blank" >http://dx.doi.org/10.1007/978-3-319-76035-3_4</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-76035-3_4" target="_blank" >10.1007/978-3-319-76035-3_4</a>
Alternative languages
Result language
angličtina
Original language name
Bootstrap Change Point Testing for Dependent Data
Original language description
Dependent wild bootstrap procedure for testing change in a linear regression model with weakly dependent regressors and errors is developed and the consistency of the method proved.
Czech name
—
Czech description
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Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA15-09663S" target="_blank" >GA15-09663S: Modeling dynamic financial processes with structural breaks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8,
ISBN
978-3-319-76034-6
ISSN
2194-1009
e-ISSN
—
Number of pages
15
Pages from-to
53-67
Publisher name
Springer
Place of publication
Cham
Event location
Univ Nat Resources & Life Sci
Event date
Sep 21, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000460403300004