Michal Pešta

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Person:778559

Available identifiers

zbMath Open pesta.michalWikidataQ102414333 ScholiaQ102414333MaRDI QIDQ778559

List of research outcomes

PublicationDate of PublicationType
Real-time changepoint detection in a nonlinear expectile model2024-04-15Paper
Investment disputes and their explicit role in option market uncertainty and overall risk instability2023-12-14Paper
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING2022-06-13Paper
Infinitely stochastic micro reserving2021-10-19Paper
Implied Volatility Surface Estimation via Quantile Regularization2020-12-18Paper
Changepoint in dependent and non-stationary panels2020-11-02Paper
Nuisance-parameter-free changepoint detection in non-stationary series2020-08-27Paper
Changepoint estimation for dependent and non-stationary panels.2020-07-02Paper
Changepoint in Linear Relations2019-08-28Paper
Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation2019-06-14Paper
Variance estimation free tests for structural changes in regression2019-06-12Paper
Structural breaks in dependent, heteroscedastic, and extremal panel data2019-03-01Paper
Change point in panel data with small fixed panel size: ratio and non-ratio test statistics2018-10-12Paper
Abrupt change in mean using block bootstrap and avoiding variance estimation2018-02-07Paper
Score tests for covariate effects in conditional copulas2017-08-03Paper
Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing2017-07-18Paper
Modelling prescription behaviour of general practitioners2017-07-03Paper
Block bootstrap for dependent errors-in-variables2017-04-27Paper
Unitarily invariant errors-in-variables estimation2016-12-15Paper
Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap2016-02-08Paper
Testing structural changes in panel data with small fixed panel size and bootstrap2015-08-03Paper
Conditional least squares and copulae in claims reserving for a single line of business2015-01-28Paper
Modeling dependencies in claims reserving with GEE2014-06-23Paper
Asymptotic consistency and inconsistency of the chain ladder2014-04-14Paper
Asymptotics for weakly dependent errors-in-variables2013-12-19Paper
Total least squares and bootstrapping with applications in calibration2013-11-21Paper
https://portal.mardi4nfdi.de/entity/Q31714362011-10-05Paper

Research outcomes over time


Doctoral students

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