Zuzana Prášková

On the detection of changes in autoregressive time series I. Asymptotics

Marie Hušková, Zuzana Prášková, Josef Steinebach · Journal of Statistical Planning and Inference · 2006 · 76 citations

Engineering, Business, Econometrics +6

Effect of dependence on statistics for determination of change

Jaromı́r Antoch, Marie Hušková, Zuzana Prášková · Journal of Statistical Planning and Inference · 1997 · 70 citations

Economics, Business, Economic Analysis +4

On the detection of changes in autoregressive time series, II. Resampling procedures

Marie Hušková, Claudia Kirch, Zuzana Prášková et al. · Journal of Statistical Planning and Inference · 2007 · 51 citations

Trend Analysis, Autoregressive Time Series, Engineering +10

Robust monitoring of CAPM portfolio betas

Ondřej Chochola, Marie Hušková, Zuzana Prášková et al. · Journal of Multivariate Analysis · 2012 · 18 citations

Portfolio Optimization, Financial Economics, Management +5

Delay time in monitoring jump changes in linear models

Alena Černíková, Marie Hušková, Zuzana Prášková et al. · Statistics · 2011 · 17 citations

Engineering, Stochastic Phenomenon, Time Series Econometrics +19