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math.ST2018★ 2 cited
Nuisance Parameters Free Changepoint Detection in Non-stationary Series
Michal Pešta, Martin Wendler
Detecting abrupt changes in the mean of a time series, so-called changepoints, is important for many applications. However, many procedures rely on the estimation of nuisance param…
math.ST2015
Testing Structural Changes in Panel Data with Small Fixed Panel Size and Bootstrap
Barbora Peštová, Michal Pešta
Panel data of our interest consist of a moderate or relatively large number of panels, while the panels contain a small number of observations. This paper establishes testing proce…