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Changepoint
Person
Class
Person
Publication
Programmes
RNDr. Marek Dvořák Ph.D.
External person at Faculty of Mathematics and Physics
5 publications
Publications
publication
On Change Detection in Stationary Vector Autoregressive Processes
2011 |
Faculty of Mathematics and Physics
publication
Darling-Erdos-type-test for change detection in parameters and variance for stationary VAR models
2017 |
Faculty of Mathematics and Physics
publication
On Testing Changes in Autoregressive Parameters of a VAR Model
2013 |
Faculty of Mathematics and Physics
publication
On Testing Changes in Parameters of an Autoregressive Model
2009 |
Faculty of Mathematics and Physics
publication
Stability in Autoregressive Time Series Models
Publication without faculty affiliation
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