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Change detection in RCA models Biolek, Jiří ; Prášková, Zuzana (advisor) ; Hudecová, Šárka (referee) The thesis describes Random Coefficient Autoregressive time series mo- dels (RCA models). In first chapter we introduce different types of estimati- ons for coefficients of RCA model. Main part is in second chapter, where we describe detection changes procedures for all methods mentioned in chapter one, here the thesis expands the current theory about change detection of wei- ghted least square method and functional estimation. In last chapter we sum- marize results of simulation study. 1 Detailed record

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