Barbora Peštová

Postdoctoral fellow
at the Institute of Computer Science
of the Czech Academy of Sciences,
department of Medical Informatics and Biostatistics

Research

My research concentrates on mathematical statistics and neighbouring fields with applications in medicine and finance. I am particularly interested in:

change-point analysis
time series
weak dependences
bootstrap
robustness

[2020a] Maciak, M., Pešta, M., and Peštová, B. (2020). Changepoint in dependent and non-stationary panels. Statistical Papers, 61(4):1385-1407.
[2020b] Pešta, M., Peštová, B., and Maciak, M. (2020). Changepoint estimation for dependent and non-stationary panels. Applications of Mathematics, 65(3):299-310.
[2019] Peštová, B. and Pešta, M. (2019). Variance estimation free tests for structural changes in regression. In Bertail, P., Cornillon, P.-A., Matzner-Løber, E., Blanke, D., editors, Nonparametric Statistics. 3rd ISNPS, Avignon, France, June 2016. Springer Proceedings in Mathematics & Statistics, Volume 250, pages 357-373. Springer, Cham, ISBN: 978-3-319-96940-4.
[2018a] Peštová, B. and Pešta, M. (2018). Abrupt change in mean using block bootstrap and avoiding variance estimation. Computational Statistics, 33(1):413-441.
[2018b] Maciak, M., Peštová, B., and Pešta, M. (2018). Structural breaks in dependent, heteroscedastic, and extremal panel data. Kybernetika, 54(6):1106-1121.
[2018c] Peštová, B. and Pešta, M. (2018). Asymptotic and bootstrap tests for a change in autoregression omitting variability estimation. In Rojas, F., Pomares, H., Valenzuela, O., editors, Time Series Analysis and Forecasting (Selected Contributions from ITISE 2017), Springer Contributions to Statistics, pages 187-202. Springer, Cham, ISBN: 978-3-319-96943-5.
[2018d] Peštová, B. and Pešta, M. (2018). Change point in panel data with small fixed panel size: ratio and non-ratio test statistics. In Pilz, J., Rasch, D., Melas, V.B., Moder, K., editors, Statistics and Simulation, IWS 2015. Springer Proceedings in Mathematics & Statistics, Volume 231, pages 259-271, Springer, Cham, ISBN: 978-3-319-76034-6.
[2018e] Kalina, J. and Peštová, B. Robust Metalearning: Comparing Robust Regression Using A Robust Prediction Error. In Löster, T., Pavelka, T., editors, The 12th International Days of Statistics and Economics Conference Proceedings, pages 1367-1376, Slaný: Melandrium, ISBN: 978-80-87990-14-8.
[2017a] Peštová, B. and Pešta, M. Change point estimation in panel data without boundary issue. Risks, 5(1):7.
[2017b] Kalina, J. and Peštová, B. Exact inference in robust econometrics under heteroscedasticity. In Löster, T., Pavelka, T., editors, The 11th International Days of Statistics and Economics Conference Proceedings, pages 636-645, Slaný: Melandrium, ISBN: 978-80-87990-12-4.
[2017c] Kalina, J. and Peštová, B. Nonparametric bootstrap estimation for implicitly weighted robust regression. In Hlaváčová, J., editor, CEUR Workshop Proceedings, V-1885, pages 78-85, Aachen & Charleston: Technical University & CreateSpace Independent Publishing Platform, ISBN: 978-1974274741.
[2017d] Kalina, J. and Peštová, B. Robust regression estimators: A comparison of prediction performance. In Pražák, P., editor, MME 2017 Mathematical Methods in Economics, pages 307-312, Hradek Králové: University of Hradec Králové, ISBN: 978-80-7435-678-0.
[2017e] Peštová, B. and Pešta, M. Change point detection in autoregression without variability estimation. In Valenzuela, O., Rojas, F., Pomares, H., Rojas, I., editors, Proceedings of the International work-conference on Time Series 2017, vol. 2, pages 674-685, Godel Editorial, Granada, Spain, ISBN: 978-84-17293-01-7.
[2017f] Kalina, J. and Peštová, B. Some robust distances for multivariate data. In Kocourek, A. and Vavroušek, M., editors, Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, pages 365-370, Liberec: Technical University, ISBN: 978-80-7494-296-9.
[2017g] Peštová, B. and Pešta, M. Ratio tests of a change in panel means with small fixed panel size. In Rojas, F., Pomares, H., Valenzuela, O., editors, Advances in Time Series Analysis and Forecasting (Selected Contributions from ITISE 2016), Springer Contributions to Statistics, pages 223-240, ISBN: 978-3-319-55789-2.
[2016a] Peštová, B. and Pešta, M. Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap. Metrika, 79(2):237-238.
[2016b] Peštová, B. and Pešta, M. Change point detection in panel data with small fixed panel size. In Valenzuela, O., Rojas, F., Ruiz, G., Pomares, H., Rojas, I., editors, Proceedings of the International work-conference on Time Series 2016, pages 194-205, Godel Editorial, Granada, Spain, ISBN: 978-84-16478-93-4.
[2015] Peštová, B. and Pešta, M. Testing structural changes in panel data with small fixed panel size and bootstrap. Metrika, 78(6):665-689.
[2011] Madurkayová, B. Ratio type statistics for detection of changes in mean. Acta Universitatis Carolinae: Mathematica et Physica, 52(1):47–58.
[2009a] Madurkayová, B. Ratio type statistics for detection of changes in location. In Proceedings of the 16th European Young Statisticians Meeting, pages 144–148.
[2009b] Madurkayová, B. Ratio type statistics for detection of changes in linear regression models. In Antoch, J. and Dohnal, G., editors, Robust 2008 Conference Proceedings, pages 247-254. JČMF, Prague.
[2007] Madurkayová, B. Ratio tests for gradual changes. In Šafránková, J. and Pavlů, J., editors, WDS'07 Proceedings of Contributed Papers: Part I - Mathematics and Computer Sciences, pages 175-180. MatfyzPress, Prague.

The Institute of Computer Science of the Czech Academy of Sciences
Pod Vodárenskou věží 271/2, 182 07 Prague 8
Room: 204b
Email: pestova@cs.cas.cz

RNDr. Barbora Peštová, Ph.D.

Barbora Peštová

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