Michal Pešta's research

Research Areas

errors-in-variables modeling, total least squares
nonparametric regression, smoothing
change-point analysis
weak dependences
bootstrapping
stochastic reserving and neighbouring actuarial issues
biostatistics

Personal identifier

ORCID 0000-0001-5311-0797
ResearcherID C-9467-2017
Scopus Author ID 55322148000
Google Scholar Michal Pesta

CV, publications, citations, and pedagogical activities

Papers

[2024a] Hudecová, Š. and Pešta, M. (2024). Quasi-likelihood estimation in volatility models for semi-continuous time series. Journal of Time Series Analysis, 45(6):859-883.
[2024b] Ciuperca, G., Maciak, M., and Pešta, M. (2024). Real-time changepoint detection in a nonlinear expectile model. Metrika, 87(2):105-131.
[2024c] Hudecová, Š. and Pešta, M. (2024). Hurdle GARCH models for nonnegative time series. Statistica Neerlandica, 10.1111/stan.12349
[2024d] Bartosova, O., Bielcikova, Z., Stursa, J., Pesta, M., Neuzil, J., Bursova, M., Slanar, O., Stenglova Netikova, I., Werner, L. (2024). Comprehensive statistical analysis of the pharmacokinetics, safety and clinical benefit rate of Mitotam in a single-center phase I/Ib trial in patients with metastatic solid tumors. Diagnostic Pathology, 9:4.
[2023a] Drábek, Z., Kopa, M., Maciak, M., Pešta, M., and Vitali, S. (2023). Investment disputes and their explicit role in option market uncertainty and overall risk instability. Computational Management Science, 20(1):15.
[2023b] Bielcikova, Z., Stursa, J., Krizova, L., Dong, L., Spacek, J., Hlousek, S., Vocka, M., Rohlenova, K., Bartosova, O., Cerny, V., Padrta, T., Pesta, M., Michalek, P., Stemberkova Hubackova, S., Kolostova, K., Pospisilova, E., Bobek, V., Klezl, P., Zobalova, R., Endaya, B., Rohlena, J., Petruzelka, L., Werner, L., and Neuzil, J. (2023). Mitochondrially targeted tamoxifen in patients with metastatic solid tumours: an open-label, phase I/Ib single-centre trial, eClinicalMedicine, 101873, 10.1016/j.eclinm.2023.101873
[2023c] Bielcikova, Z., Werner, L., Stursa, J., Cerny, V., Krizova, L., Spacek, J., Hlousek, S., Vocka, M., Bartosova, O., Pesta, M., Kolostova, K., Klezl, P., Bobek, V., Truksa, J., Stemberkova-Hubackova, S., Petruzelka, L., Michalek, P., and Neuzil, J. (2023). Mitochondrially targeted tamoxifen as anticancer therapy: case series of patients with renal cell carcinoma treated in a phase I/Ib clinical trial, Therapeutic Advances in Medical Oncology, 10.1177/17588359231197957
[2022a] Maciak, M., Mizera, I., and Pešta, M. (2022). Functional profile techniques for claims reserving. ASTIN Bulletin, 52(2):449-482.
[2022b] Krsmanović, P., Mociková, H., Chramostová, K., Klánová, M., Trnková, M., Pešta, M., Laslo, P., Pytlík, R., Stopka, T., Trnený, M., and Pospíšil, V. (2022). Circulating microRNAs in cerebrospinal fluid and plasma: Sensitive tool for detection of secondary CNS involvement, monitoring of therapy and prediction of CNS relapse in aggressive B-NHL lymphomas. Cancers, 14(9):2305.
[2022c] Valchářová, T., Slavík, O., Horký, P., Stará, A., Hrušková, I., Maciak, M., Pešta, M., and Velíšek, J. (2022). Stressful daylight: Differences in diel rhythmicity between albino and pigmented fish. Frontiers in Ecology and Evolution, 10:890874.
[2022d] Stopka, T., Minařík, L., Dusilková, N., Pešta, M., Kulvait, V., Špaček, M., Zemanová, Z., Kalousová, M., Jonášová, A. (2022). G-CSF plus azacitidine versus azacitidine alone for patients with high-risk myelodysplastic syndrome: academic, open label, randomized trial. Blood Cancer Journal, 12:105.
[2022e] Hrba, M., Maciak, M., Peštová, B., and Pešta, M. (2022). Bootstrapping not independent and not identically distributed data. Mathematics, 10(24):4671.
[2021a] Maciak, M., Okhrin, O., and Pešta, M. (2021). Infinitely stochastic micro reserving. Insurance: Mathematics and Economics, 100(2021):30-58.
[2021b] Pešta, M. (2021). Changepoint in error-prone relations. Mathematics, 9(1):89.
[2020a] Pešta, M. and Wendler, M. (2020). Nuisance-parameter-free changepoint detection in non-stationary series. TEST, 29(2):379-408.
[2020b] Maciak, M., Pešta, M., and Peštová, B. (2020). Changepoint in dependent and non-stationary panels. Statistical Papers, 61(4):1385-1407.
[2020c] Pešta, M., Peštová, B., and Maciak, M. (2020). Changepoint estimation for dependent and non-stationary panels. Applications of Mathematics, 65(3):299-310.
[2020d] Powell, M., Cempírková, D., Dundr, P., Grimmichová, T., Trebický, F., Brown, R., Gregorová, J., Litschmannová, M., Janurová, K., Pešta, M., and Heneberg, P. (2020). Metformin treatment for diabetes mellitus correlates with progression and survival in colorectal carcinoma. Translational Oncology, 13(2):383-392.
[2020e] Maciak, M., Pešta, M., and Vitali, S. (2020). Implied volatility surface estimation via quantile regularization. In Maciak, M., Pešta, M., Schindler, M., editors, Analytical Methods in Statistics, AMISTAT 2019. Springer Proceedings in Mathematics & Statistics, Volume 329, pages 73-87, Springer, Cham, ISBN: 978-3-030-48813-0.
[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.
[2017a] Gijbels, I., Omelka, M., Pešta, M., and Veraverbeke, N. (2017). Score tests for covariate effects in conditional copulas. Journal of Multivariate Analysis, 159(2017):111-133.
[2017b] Pešta, M. (2017). Block bootstrap for dependent errors-in-variables. Communications in Statistics - Theory and Methods, 46(4):1871-1897.
[2017c] Peštová, B. and Pešta, M. (2017). Change point estimation in panel data without boundary issue. Risks, 5(1):7.
[2017d] Hudecová, Š., Pešta, M., and Hlubinka, D. (2017). Modelling prescription behaviour of general practitioners. Mathematica Slovaca, 67(3):785-802.
[2017e] Pešta, M. and Hlávka, Z. (2017). Shape constrained regression in Sobolev spaces with application to option pricing. In Antoch, J., Jurečková, J., Maciak, M., Pešta, M., editors, Analytical Methods in Statistics, AMISTAT 2015. Springer Proceedings in Mathematics & Statistics, Volume 193, pages 123-157, Springer, Cham, ISBN: 978-3-319-51313-3.
[2017f] Gerthofer, M. and Pešta, M. (2017). Stochastic claims reserving in insurance using random effects. Prague Economic Papers, 26(5):542-560.
[2017g] Vargová, K., Pešta, M., Obrtlíková, P., Dusílková, N., Minárik, L., Vargová, J., Berková, A., Zemanová, Z., Michalová, K., Špaček, M., Trněný, M., and Stopka, T. (2017). MiR-155/miR-150 network regulates progression through the disease phases of chronic lymphocytic leukemia. Blood Cancer Journal, 7(7):e585.
[2017h] Sochor, M., Bašová, P., Pešta, M., Bartoš, J., and Stopka, T. (2017). Oncogenic microRNAs to predict relapse in early breast cancer patients. Journal of Clinical Oncology, 35:15_suppl, e23021.
[2017i] Peštová, B. and Pešta, M. (2017). 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. ITISE 2016. Contributions to Statistics, pages 223-240, Springer, Cham, ISBN: 978-3-319-55788-5.
[2017j] Bašová, P., Pešta, M., Sochor, M., and Stopka, T. (2017). Prediction potential of serum miR-155 and miR-24 for relapsing early breast cancer. International Journal of Molecular Science, 18(10):2116.
[2017k] Dusílková, N., Bašová, P., Polívka, J., Kodet, O., Kulvait, V., Pešta, M., Trněný, M., and Stopka, T. (2017). Plasma miR-155, miR-203, and miR-205 are biomarkers for monitoring of primary cutaneous T-cell lymphomas. International Journal of Molecular Science, 18(10):2136.
[2017l] Peštová, B. and Pešta, M. (2017). 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.
[2017m] Polgárová, K., Vargová, K., Kulvait, V., Dusilková, N., Minárik, Ľ., Zemanová, Z., Pešta, M., Jonášová, A., and Stopka, T. (2017). Somatic mutation dynamics in MDS patients treated with Azacitidine indicate clonal selection in patients-responders. Oncotarget, 8(67):111966-111978.
[2016a] Pešta, M. (2016). Unitarily invariant errors-in-variables estimation. Statistical Papers, 57(4):1041-1057.
[2016b] Peštová, B. and Pešta, M. (2016). 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.
[2016c] Peštová, B. and Pešta, M. (2016). Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap. Metrika, 79(2):237-238.
[2015] Peštová, B. and Pešta, M. (2015). Testing structural changes in panel data with small fixed panel size and bootstrap. Metrika, 78(6):665-689.
[2014a] Pešta, M. and Okhrin, O. (2014). Conditional least squares and copulae in claims reserving for a single line of business. Insurance: Mathematics and Economics, 56(1):28-37.
[2014b] Sochor, M., Basová, P., Pešta, M., Dusilková, N., Bartoš, J., Burda, P., Pospíšil, V., and Stopka, T. (2014). Oncogenic MicroRNAs: MiR-155, miR-19a, miR-181b, and miR-24 enable monitoring of early breast cancer in serum. BMC Cancer, 14(1):448.
[2013a] Hudecová, Š. and Pešta, M. (2013). Modeling Dependencies in Claims Reserving with GEE. Insurance: Mathematics and Economics, 53(3):786-794.
[2013b] Pešta, M. (2013). Total least squares and bootstrapping with application in calibration. Statistics: A Journal of Theoretical and Applied Statistics, 47(5):966-991.
[2013c] Pešta, M. (2013). Asymptotics for weakly dependent errors-in-variables. Kybernetika, 49(5):692-704.
[2012a] Pešta, M. and Hudecová, Š. (2012). Asymptotic consistency and inconsistency of the chain ladder. Insurance: Mathematics and Economics, 51(2):472-479.
[2012b] Hudecová, Š. and Pešta, M. (2012). Generalized estimating equations in claims reserving. In Komárek, A. and Nagy, S., editors, Proceedings of the 27th International Workshop on Statistical Modelling, pages 555-560. Tribun EU, Brno.
[2011a] Slavík, O., Pešta, M., and Horký, P. (2011). Effect of grading on energy consumption in European catfish. Aquaculture, 313:73-78.
[2011b] Pešta, M. (2011). Strongly consistent estimation in dependent errors-in-variables. Acta Universitatis Carolinae: Mathematica et Physica, 52(1):69-79.
[2010a] Kováčik, M., Madarász, Š., Bartko, D., Pešta, M., Herzig, R., and Kaňovský, P. (2010). Stroke and coronary artery disease. Česká a slovenská neurologie a neurochirurgie, 5:497-502.
[2010b] van de Bund, W. et al. (2010). Guidance on the intercalibration process (Annex V.). Technical report, Joint Research Centre: Institute for Environment and Sustainability, Ispra, Italy.
[2009a] Pešta, M. (2009). Regression in Sobolev spaces using total least squares. In Antoch, J. and Dohnal, G., editors, Robust 2008 Conference Proceedings, pages 343-350. JČMF, Prague.
[2009b] Kováčik, M., Bartko, D., Madarász, Š., Pešta, M., Herzig, R., and Kaňovský, P. (2009). How do vascular risk factors and treatment before admission influence stroke's coincidence with other vascular diseases. Journal of the Neurological Sciences, 285:S158-S159.
[2008] Pešta, M. (2008). Total least squares approach in regression methods. In Šafránková, J. and Pavlů, J., editors, WDS'08 Proceedings of Contributed Papers: Part I - Mathematics and Computer Sciences, pages 88-93. MatfyzPress, Prague.
[2007] Hlávka, Z. and Pešta, M. (2007). Constrained general regression in pseudo-Sobolev spaces with application to option pricing. Technical Report 55, Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University in Prague.
[2006] Pešta, M. (2006). Remarks on isotonic regression in Sobolev spaces. In Antoch, J. and Dohnal, G., editors, Robust 2006 Conference Proceedings, pages 253-260. JČMF, Prague.

Theses

[2019] Pešta, M. (2019). Dynamics and Instabilities in Time Series and Panel Data. Habilitation thesis, Charles University in Prague.
[2010] Pešta, M. (2010). Modern Asymptotic Perspectives in Errors-in-Variables Modeling. PhD thesis, Charles University in Prague.
[2007] Pešta, M. (2007). Indicators of prescription behaviour of general practitioners. Master’s thesis, University of Hasselt.
[2006] Pešta, M. (2006). Isotonic regression in Sobolev spaces. Master’s thesis, Charles University in Prague.