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Marie  Huskova
Marie Huskova
Charles University
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Year
Monitoring changes in linear models
L Horváth, M Hušková, P Kokoszka, J Steinebach
Journal of statistical Planning and Inference 126 (1), 225-251, 2004
2422004
Change‐point detection in panel data
L Horváth, M Hušková
Journal of Time Series Analysis 33 (4), 631-648, 2012
1692012
Change‐point monitoring in linear models
A Aue, L Horváth, M Hušková, P Kokoszka
The Econometrics Journal 9 (3), 373-403, 2006
1252006
Effect of dependence on statistics for determination of change
J Antoch, M Hušková, Z Prášková
Journal of Statistical Planning and Inference 60 (2), 291-310, 1997
1161997
On the detection of changes in autoregressive time series I. Asymptotics
M Hušková, Z Prášková, J Steinebach
Journal of Statistical Planning and Inference 137 (4), 1243-1259, 2007
1082007
Pravděpodobnost a matematická statistika
V Dupač, M Hušková
Karolinum, 2005
1042005
Permutation tests in change point analysis
J Antoch, M Hušková
Statistics & probability letters 53 (1), 37-46, 2001
1042001
Testing the stability of the functional autoregressive process
L Horváth, M Hušková, P Kokoszka
Journal of Multivariate Analysis 101 (2), 352-367, 2010
952010
Change-point problem and bootstrap
J Antoch, M Hušková, N Veraverbeke
Journaltitle of Nonparametric Statistics 5 (2), 123-144, 1995
931995
Consistency of the generalized bootstrap for degenerate U-statistics
M Huskova, P Janssen
The Annals of Statistics, 1811-1823, 1993
781993
Sequential testing for the stability of high-frequency portfolio betas
A Aue, S Hörmann, L Horváth, M Hušková, JG Steinebach
Econometric Theory 28 (4), 804-837, 2012
732012
Estimators and tests for change in variances
E Gombay, L Horváth, M Husková
Statistics & Risk Modeling 14 (2), 145-160, 1996
721996
Bootstrapping confidence intervals for the change‐point of time series
M Hušková, C Kirch
Journal of Time Series Analysis 29 (6), 947-972, 2008
662008
Bootstrapping sequential change-point tests for linear regression
M Hušková, C Kirch
Metrika 75 (5), 673-708, 2012
652012
Permutation tests for multiple changes
M Hušková, A Slabý
Kybernetika 37 (5), [605]-622, 2001
652001
On the detection of changes in autoregressive time series, II. Resampling procedures
M Hušková, C Kirch, Z Prášková, J Steinebach
Journal of Statistical Planning and Inference 138 (6), 1697-1721, 2008
642008
Asymptotic distribution of simple linear rank statistics for testing symmetry
M Hušková
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 14 (4), 308-322, 1970
641970
Structural breaks in panel data: Large number of panels and short length time series
J Antoch, J Hanousek, L Horváth, M Hušková, S Wang
Econometric Reviews 38 (7), 828-855, 2019
562019
Dependent functional linear models with applications to monitoring structural change
A Aue, S Hörmann, L Horváth, M Hušková
Statistica Sinica, 1043-1073, 2014
522014
Ratio tests for change point detection
L Horváth, Z Horváth, M Hušková
Beyond parametrics in interdisciplinary research: Festschrift in honor of …, 2008
512008
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