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Changepoint in Dependent and Non-Stationary Panels

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F20%3A00524844" target="_blank" >RIV/67985807:_____/20:00524844 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11320/20:10418297

  • Result on the web

    <a href="http://dx.doi.org/10.1007/s00362-020-01180-6" target="_blank" >http://dx.doi.org/10.1007/s00362-020-01180-6</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/s00362-020-01180-6" target="_blank" >10.1007/s00362-020-01180-6</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Changepoint in Dependent and Non-Stationary Panels

  • Original language description

    Detection procedures for a change in means of panel data are proposed. Unlike classical inference tools used for the changepoint analysis in the panel data framework, we allow for mutually dependent and generally non-stationary panels with an extremely short follow-up period. Two competitive self-normalized test statistics are employed and their asymptotic properties are derived for a large number of available panels. The bootstrap extensions are introduced in order to handle such a universal setup. The novel changepoint methods are able to detect a common break point even when the change occurs immediately after the first time point or just before the last observation period. The developed tests are proved to be consistent. Their empirical properties are investigated through a simulation study. The invented techniques are applied to option pricing and non-life insurance.

  • 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/GJ18-01781Y" target="_blank" >GJ18-01781Y: Dynamic and granular loss reserving with copulae - DaGLoRCo</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2020

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Statistical Papers

  • ISSN

    0932-5026

  • e-ISSN

  • Volume of the periodical

    61

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    23

  • Pages from-to

    1385-1407

  • UT code for WoS article

    000535153900001

  • EID of the result in the Scopus database

    2-s2.0-85085348156