Change point detection in vector autoregression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10384132" target="_blank" >RIV/00216208:11320/18:10384132 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14736/kyb-2018-6-1122" target="_blank" >http://dx.doi.org/10.14736/kyb-2018-6-1122</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2018-6-1122" target="_blank" >10.14736/kyb-2018-6-1122</a>
Alternative languages
Result language
angličtina
Original language name
Change point detection in vector autoregression
Original language description
A sequential monitoring scheme is proposed to detect instability of parameters in a multivariate autoregressive process.
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamic Models in Economics</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
Name of the periodical
Kybernetika
ISSN
0023-5954
e-ISSN
—
Volume of the periodical
54
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
16
Pages from-to
1122-1137
UT code for WoS article
000457070200003
EID of the result in the Scopus database
—