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Testing Structural Changes Using Ratio Type Statistics
Peštová, Barbora ; Hušková, Marie (advisor) ; Prášková, Zuzana (referee) ; Jarušková, Daniela (referee)
Testing Structural Changes Using Ratio Type Statistics Barbora Peštová Charles University in Prague, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics, Czech Republic Abstract of the doctoral thesis We deal with sequences of observations that are naturally ordered in time and assume various underlying stochastic models. These models are parametric and some of the parameters are possibly subject to change at some unknown time point. The main goal of this thesis is to test whether such an unknown change has occurred or not. The core of the change point methods presented here is in ratio type statistics based on maxima of cumulative sums. Firstly, an overview of thesis' starting points is given. Then we focus on methods for detecting a gradual change in mean. Consequently, procedures for detection of an abrupt change in mean are generalized by considering a score function. We explore the possibility of applying the bootstrap methods for obtaining critical values, while disturbances of the change point model are considered as weakly dependent. Procedures for detection of changes in parameters of linear regression models are shown as well and a permutation version of the test is derived. Then, a related problem of testing a change in autoregression parameter is studied....
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Effects of sudden air temperature and pressure changes on mortality
Plavcová, Eva
It has been shown that weather influences human health; however, little attention has been payed to the role of sudden changes of weather characteristics. In this work we developed an algorithm for identification of sudden changes of air pressure and temperature over the Czech Republic. Events were selected from the data covering 1986-2005 and were compared with the database of daily all-cause (total) mortality and mortality due to cardiovascular diseases, both for the whole population and for people aged 70 years or more. Increase of mortality was found after significant temperature increase or pressure drop both in summer and winter months. Decrease of mortality occured after significant pressure increase or temperature drop in summer. Mortality variations are usually more pronounced for population aged 70 years or more, and sudden temperature changes affect mortality on cardiovascular diseases more strongly. Changes in mortality were found after passages of cold fronts in summer, too.
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Testing Structural Changes Using Ratio Type Statistics
Peštová, Barbora ; Hušková, Marie (advisor) ; Prášková, Zuzana (referee) ; Jarušková, Daniela (referee)
Testing Structural Changes Using Ratio Type Statistics Barbora Peštová Charles University in Prague, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics, Czech Republic Abstract of the doctoral thesis We deal with sequences of observations that are naturally ordered in time and assume various underlying stochastic models. These models are parametric and some of the parameters are possibly subject to change at some unknown time point. The main goal of this thesis is to test whether such an unknown change has occurred or not. The core of the change point methods presented here is in ratio type statistics based on maxima of cumulative sums. Firstly, an overview of thesis' starting points is given. Then we focus on methods for detecting a gradual change in mean. Consequently, procedures for detection of an abrupt change in mean are generalized by considering a score function. We explore the possibility of applying the bootstrap methods for obtaining critical values, while disturbances of the change point model are considered as weakly dependent. Procedures for detection of changes in parameters of linear regression models are shown as well and a permutation version of the test is derived. Then, a related problem of testing a change in autoregression parameter is studied....
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Effects of sudden air temperature and pressure changes on mortality
Plavcová, Eva
It has been shown that weather influences human health; however, little attention has been payed to the role of sudden changes of weather characteristics. In this work we developed an algorithm for identification of sudden changes of air pressure and temperature over the Czech Republic. Events were selected from the data covering 1986-2005 and were compared with the database of daily all-cause (total) mortality and mortality due to cardiovascular diseases, both for the whole population and for people aged 70 years or more. Increase of mortality was found after significant temperature increase or pressure drop both in summer and winter months. Decrease of mortality occured after significant pressure increase or temperature drop in summer. Mortality variations are usually more pronounced for population aged 70 years or more, and sudden temperature changes affect mortality on cardiovascular diseases more strongly. Changes in mortality were found after passages of cold fronts in summer, too.
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