Testing Structural Changes Using Ratio Type Statistics
| Thesis title in Czech: | Testování strukturálních změn pomocí statistik podílového typu |
|---|---|
| Thesis title in English: | Testing Structural Changes Using Ratio Type Statistics |
| Key words: | okamžik změny, statistika maximálního typu, statistika podílového typu, testování hypotéz, změna ve střední hodnotě, náhlá změna, postupná změna, změna v regresi, změna v autoregresi, panelová data, asymptotické rozdělení, robustnost, bootstrap, slabá závislost, blokový bootstrap |
| English key words: | change point, maximum type statistics, ratio type statistics, hypothesis testing, change in mean, abrupt change, gradual change, change in regression, change in autoregression, panel data, asymptotic distribution, robustness, bootstrap, weak dependence, block bootstrap |
| Academic year of topic announcement: | 2006/2007 |
| Thesis type: | dissertation |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | prof. RNDr. Marie Hušková, DrSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 01.10.2006 |
| Date of assignment: | 01.10.2006 |
| Date and time of defence: | 14.09.2015 10:00 |
| Date of electronic submission: | 26.05.2015 |
| Date of submission of printed version: | 26.05.2015 |
| Date of proceeded defence: | 14.09.2015 |
| Opponents: | doc. RNDr. Zuzana Prášková, CSc. |
| prof. RNDr. Daniela Jarušková, CSc. | |