Marie Husková

25 papers Journal 22Unranked 1
YearRankTypeTitle / Venue / Authors
2022 J jnl
Fourier-type tests of mutual independence between functional time series.
J. Multivar. Anal.
Simos G. Meintanis, Marie Husková, Zdenek Hlávka
2022 J jnl
On functional data analysis and related topics.
J. Multivar. Anal.
Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu
2022 J jnl
Special Issue on Functional Data Analysis and related fields.
J. Multivar. Anal.
Germán Aneiros, Ivana Horová, Marie Husková, Philippe Vieu
2020 J jnl
Tests for validity of the semiparametric heteroskedastic transformation model.
Comput. Stat. Data Anal.
Marie Husková, Simos G. Meintanis, Charl Pretorius
2019 J jnl
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data.
J. Multivar. Anal.
Qing Jiang, Marie Husková, Simos G. Meintanis, Lixing Zhu
2016 J jnl
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models.
Commun. Stat. Simul. Comput.
Zdenek Hlávka, Marie Husková, Claudia Kirch, Simos G. Meintanis
2014 J jnl
Robust monitoring of CAPM portfolio betas II.
J. Multivar. Anal.
Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach
2013 J jnl
Robust monitoring of CAPM portfolio betas.
J. Multivar. Anal.
Ondrej Chochola, Marie Husková, Zuzana Prásková, Josef G. Steinebach
2013 J jnl
Test of independence for functional data.
J. Multivar. Anal.
Lajos Horváth, Marie Husková, Gregory Rice
2012 J jnl
M-Procedures for Detection of Changes for Dependent Observations.
Commun. Stat. Simul. Comput.
Marie Husková, Miriam Marusiaková
2012 J jnl
Tests for Symmetric Error Distribution in Linear and Nonparametric Regression Models.
Commun. Stat. Simul. Comput.
Marie Husková, Simos G. Meintanis
2011 J jnl
Tests for independence in non-parametric heteroscedastic regression models.
J. Multivar. Anal.
Zdenek Hlávka, Marie Husková, Simos G. Meintanis
2010 J jnl
A note on studentized confidence intervals for the change-point.
Comput. Stat.
Marie Husková, Claudia Kirch
2010 — conf
Fourier Methods for Sequential Change Point Analysis in Autoregressive Models.
COMPSTAT
Marie Husková, Claudia Kirch, Simos G. Meintanis
2010 J jnl
Testing the stability of the functional autoregressive process.
J. Multivar. Anal.
Lajos Horváth, Marie Husková, Piotr Kokoszka
2009 J jnl
Extreme value theory for stochastic integrals of Legendre polynomials.
J. Multivar. Anal.
Alexander Aue, Lajos Horváth, Marie Husková
2009 J jnl
Goodness-of-Fit Tests for Parametric Regression Models Based on Empirical Characteristic Functions.
Kybernetika
Marie Husková, Simos G. Meintanis
2001 J jnl
Permutation tests for multiple changes.
Kybernetika
Marie Husková, Ales Slabý
2001 J jnl
Some invariant test procedures for detection of structural changes; behavior under alternatives.
Kybernetika
Marie Husková
2000 J jnl
Some invariant test procedures for detection of structural changes.
Kybernetika
Marie Husková
1997 J jnl
On estimating the yield and volatility curves.
Kybernetika
Jitka Dupacová, Jozsef Abaffy, Marida Bertocchi, Marie Husková
1995 J jnl
Rank statistics approach in generalized bootstrap.
Kybernetika
Marie Husková
1990 J jnl
Some asymptotic results for robust procedures for testing the constancy of regression models over time.
Kybernetika
Marie Husková
1984 — ch.
16 Adaptive methods.
Nonparametric Methods
Marie Husková
1984 — ch.
3 Hypothesis of symmetry.
Nonparametric Methods
Marie Husková