Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Estimating a gradual parameter change in an AR(1)-process. (English) Zbl 07575564 Metrika 85, No. 7, 771-808 (2022). MSC: 62F10 62F12 62M10 PDFBibTeX XMLCite \textit{M. Hušková} et al., Metrika 85, No. 7, 771--808 (2022; Zbl 07575564) Full Text: DOI
Hušková, Marie; Prášková, Zuzana Comments on: “Extensions of some classical methods in change point analysis”. (English) Zbl 1305.62312 Test 23, No. 2, 265-269 (2014). MSC: 62M07 60F17 62L20 62M10 62P20 62F05 62P12 PDFBibTeX XMLCite \textit{M. Hušková} and \textit{Z. Prášková}, Test 23, No. 2, 265--269 (2014; Zbl 1305.62312) Full Text: DOI
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Robust monitoring of CAPM portfolio betas. II. (English) Zbl 1298.62180 J. Multivariate Anal. 132, 58-81 (2014). MSC: 62P05 62F35 60F17 60G10 62L10 91B25 91G70 91G10 PDFBibTeX XMLCite \textit{O. Chochola} et al., J. Multivariate Anal. 132, 58--81 (2014; Zbl 1298.62180) Full Text: DOI
Prášková, Zuzana; Chochola, Ondřej \(M\)-procedures for detection of a change under weak dependence. (English) Zbl 1285.62022 J. Stat. Plann. Inference 149, 60-76 (2014). MSC: 62F05 62F03 62F10 65C60 PDFBibTeX XMLCite \textit{Z. Prášková} and \textit{O. Chochola}, J. Stat. Plann. Inference 149, 60--76 (2014; Zbl 1285.62022) Full Text: DOI
Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. Delay time in monitoring jump changes in linear models. (English) Zbl 1368.62234 Statistics 47, No. 1, 1-25 (2013). MSC: 62L10 62J05 60F17 62L15 PDFBibTeX XMLCite \textit{A. Černíková} et al., Statistics 47, No. 1, 1--25 (2013; Zbl 1368.62234) Full Text: DOI
Dvořák, Marek; Prášková, Zuzana On testing changes in autoregressive parameters of a VAR model. (English) Zbl 1347.62183 Commun. Stat., Theory Methods 42, No. 7, 1208-1226 (2013). MSC: 62M07 62G20 62M10 60F17 PDFBibTeX XMLCite \textit{M. Dvořák} and \textit{Z. Prášková}, Commun. Stat., Theory Methods 42, No. 7, 1208--1226 (2013; Zbl 1347.62183) Full Text: DOI
Prášková, Z.; Vaněček, P. On a class of estimators in a multivariate RCA(1) model. (English) Zbl 1226.62084 Kybernetika 47, No. 4, 501-518 (2011). MSC: 62M10 62H12 62F12 62G20 PDFBibTeX XMLCite \textit{Z. Prášková} and \textit{P. Vaněček}, Kybernetika 47, No. 4, 501--518 (2011; Zbl 1226.62084) Full Text: EuDML Link
Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef On the detection of changes in autoregressive time series. II: Resampling procedures. (English) Zbl 1131.62079 J. Stat. Plann. Inference 138, No. 6, 1697-1721 (2008). MSC: 62M10 62G09 62G20 60F17 PDFBibTeX XMLCite \textit{M. Hušková} et al., J. Stat. Plann. Inference 138, No. 6, 1697--1721 (2008; Zbl 1131.62079) Full Text: DOI
Hušková, Marie; Prášková, Zuzana; Steinebach, Josef On the detection of changes in autoregressive time series. I: Asymptotics. (English) Zbl 1107.62090 J. Stat. Plann. Inference 137, No. 4, 1243-1259 (2007). MSC: 62M10 62E20 62F05 62G20 60F17 PDFBibTeX XMLCite \textit{M. Hušková} et al., J. Stat. Plann. Inference 137, No. 4, 1243--1259 (2007; Zbl 1107.62090) Full Text: DOI
Prášková, Zuzana Wild bootstrap in RCA(1) model. (English) Zbl 1248.62155 Kybernetika 39, No. 1, 1-12 (2003). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{Z. Prášková}, Kybernetika 39, No. 1, 1--12 (2003; Zbl 1248.62155) Full Text: EuDML Link
Prášková, Zuzana Bootstrap in nonstationary autoregression. (English) Zbl 1264.62072 Kybernetika 38, No. 4, 389-404 (2002). MSC: 62M10 62F40 62G09 PDFBibTeX XMLCite \textit{Z. Prášková}, Kybernetika 38, No. 4, 389--404 (2002; Zbl 1264.62072) Full Text: Link
Prášková, Zuzana A contribution of bootstrapping autoregressive processes. (English) Zbl 0857.62089 Kybernetika 31, No. 4, 359-373 (1995). MSC: 62M10 62E20 62G09 PDFBibTeX XMLCite \textit{Z. Prášková}, Kybernetika 31, No. 4, 359--373 (1995; Zbl 0857.62089) Full Text: EuDML Link