ℹ️
🇬🇧
Search
Search for people relevant for "Cointegration"
Cointegration
Person
Class
Person
Publication
Programmes
Export current view
doc. RNDr. Zuzana Prášková CSc.
External academic staff at Faculty of Mathematics and Physics
2 classes
43 publications
Classes
class
Advanced Course in Time Series
NMST605 |
Faculty of Mathematics and Physics
class
Stochastic Modelling in Economics and Finance
NMEK613 |
Faculty of Mathematics and Physics
Publications
publication
Estimating a gradual parameter change in an AR(1)-process
2022 |
Faculty of Mathematics and Physics
publication
Survey sampling and the centenary of the Czech Statistical Office
2019 |
Faculty of Mathematics and Physics
publication
Bootstrap Change Point Testing for Dependent Data
2018 |
Faculty of Mathematics and Physics
publication
Change point detection in vector autoregression
2018 |
Faculty of Mathematics and Physics
publication
Fundamentals of Stochastic Processes II
2016 |
Faculty of Mathematics and Physics
publication
Monitoring Changes in RCA Models
2015 |
Faculty of Mathematics and Physics
publication
Comments on: Extensions of some classical methods in change point analysis DISCUSSION
2014 |
Faculty of Mathematics and Physics
publication
M-procedures for detection of a change under weak dependence
2014 |
Faculty of Mathematics and Physics
publication
Robust monitoring of CAPM portfolio betas II
2014 |
Faculty of Mathematics and Physics
publication
Delay time in monitoring jump changes
2013 |
Faculty of Mathematics and Physics, Faculty of Science
Load more publications (33)
Loading network view...