Tomás Cipra

14 papers Journal 12Unranked 2
YearRankTypeTitle / Venue / Authors
2018 — conf
A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable.
WEA (1)
Michal Cerný, Tomás Cipra, Radek Hendrych, Ondrej Sokol, Miroslav Rada
2018 — conf
Robust Kalman Filter for High-Frequency Financial Data.
WEA (1)
Tomás Cipra, Radek Hendrych, Michal Cerný
2018 J jnl
Robust recursive estimation of GARCH models.
Kybernetika
Tomás Cipra, Radek Hendrych
2018 J jnl
Self-weighted recursive estimation of GARCH models.
Commun. Stat. Simul. Comput.
Radek Hendrych, Tomás Cipra
2016 J jnl
On conditional covariance modelling: An approach using state space models.
Comput. Stat. Data Anal.
Radek Hendrych, Tomás Cipra
2015 J jnl
Exponential smoothing based on L-estimation.
Kybernetika
Premysl Bejda, Tomás Cipra
2011 J jnl
Exponential smoothing for time series with outliers.
Kybernetika
Tomás Hanzák, Tomás Cipra
2008 J jnl
Exponential smoothing for irregular time series.
Kybernetika
Tomás Cipra, Tomás Hanzák
1993 J jnl
Recursive estimation in autoregressive models with additive outliers.
Kybernetika
Tomás Cipra, Asunción Mária Rubio, José Luis Canal
1991 J jnl
Robust Kalman filter and its application in time series analysis.
Kybernetika
Tomás Cipra, Rosario Romera
1991 J jnl
Stochastic programming with random processes.
Ann. Oper. Res.
Tomás Cipra
1987 J jnl
Prediction in stochastic linear programming.
Kybernetika
Tomás Cipra
1985 J jnl
Statistical analysis of multiple moving average processes using periodicity.
Kybernetika
Tomás Cipra
1981 J jnl
Improvement of extrapolation in multivariate stationary processes.
Kybernetika
Tomás Cipra