Changepoint estimation for dependent and non-stationary panels.
type: Item
instance of: scholarly article
title: Changepoint estimation for dependent and non-stationary panels.
DOI: 10.21136/AM.2020.0296-19
author: Michal Pešta
author: Barbora Peštová
author: Matúš Maciak
published in: Applications of Mathematics
publication date: 2020-07-02T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7217112
zbMATH Keywords: panel data
zbMATH Keywords: changepoint
zbMATH Keywords: change in means
zbMATH Keywords: estimation
zbMATH Keywords: dependence
zbMATH Keywords: non-stationarity
zbMATH Keywords: call options
zbMATH Keywords: non-life insurance
MaRDI profile type: Publication
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full work available at URL: am.2020.0296-19
OpenAlex ID: W3031754953
description: scientific article; zbMATH DE number 7217112