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Tomás Cipra
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Journal Articles
- 2018
- [j12]Radek Hendrych
, Tomás Cipra
:
Self-weighted recursive estimation of GARCH models. Commun. Stat. Simul. Comput. 47(2): 315-328 (2018) - [j11]Tomás Cipra
, Radek Hendrych
:
Robust recursive estimation of GARCH models. Kybernetika 54(6): 1138-1155 (2018) - 2016
- [j10]Radek Hendrych
, Tomás Cipra
:
On conditional covariance modelling: An approach using state space models. Comput. Stat. Data Anal. 100: 304-317 (2016) - 2015
- [j9]Premysl Bejda
, Tomás Cipra:
Exponential smoothing based on L-estimation. Kybernetika 51(6): 973-993 (2015) - 2011
- [j8]Tomás Hanzák, Tomás Cipra:
Exponential smoothing for time series with outliers. Kybernetika 47(2): 165-178 (2011) - 2008
- [j7]Tomás Cipra, Tomás Hanzák:
Exponential smoothing for irregular time series. Kybernetika 44(3): 385-399 (2008) - 1993
- [j6]Tomás Cipra, Asunción Mária Rubio, José Luis Canal:
Recursive estimation in autoregressive models with additive outliers. Kybernetika 29(1): 62-72 (1993) - 1991
- [j5]Tomás Cipra
:
Stochastic programming with random processes. Ann. Oper. Res. 30(1): 95-105 (1991) - [j4]Tomás Cipra, Rosario Romera:
Robust Kalman filter and its application in time series analysis. Kybernetika 27(6): 481-494 (1991) - 1987
- [j3]Tomás Cipra:
Prediction in stochastic linear programming. Kybernetika 23(3): 214-226 (1987) - 1985
- [j2]Tomás Cipra:
Statistical analysis of multiple moving average processes using periodicity. Kybernetika 21(5): 335-345 (1985) - 1981
- [j1]Tomás Cipra:
Improvement of extrapolation in multivariate stationary processes. Kybernetika 17(3): 234-243 (1981)
Conference and Workshop Papers
- 2018
- [c2]Tomás Cipra, Radek Hendrych
, Michal Cerný:
Robust Kalman Filter for High-Frequency Financial Data. WEA (1) 2018: 42-54 - [c1]Michal Cerný, Tomás Cipra, Radek Hendrych
, Ondrej Sokol, Miroslav Rada:
A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable. WEA (1) 2018: 55-65
Coauthor Index
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