Tomás Cipra

Publication Activity (10 Years)

Years Active: 1981-2018
Publications (10 Years): 5

Top Topics

Independent Variables

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Tomás Cipra, Radek Hendrych
Robust recursive estimation of GARCH models. Kybernetika 54 (6) (2018)
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)
Tomás Cipra, Radek Hendrych, Michal Cerný
Robust Kalman Filter for High-Frequency Financial Data. WEA (1) (2018)
Radek Hendrych, Tomás Cipra
Self-weighted recursive estimation of GARCH models. Commun. Stat. Simul. Comput. 47 (2) (2018)
Radek Hendrych, Tomás Cipra
On conditional covariance modelling: An approach using state space models. Comput. Stat. Data Anal. 100 (2016)
Premysl Bejda, Tomás Cipra
Exponential smoothing based on L-estimation. Kybernetika 51 (6) (2015)
Tomás Hanzák, Tomás Cipra
Exponential smoothing for time series with outliers. Kybernetika 47 (2) (2011)
Tomás Cipra, Tomás Hanzák
Exponential smoothing for irregular time series. Kybernetika 44 (3) (2008)
Tomás Cipra, Asunción Mária Rubio, José Luis Canal
Recursive estimation in autoregressive models with additive outliers. Kybernetika 29 (1) (1993)
Tomás Cipra
Stochastic programming with random processes. Ann. Oper. Res. 30 (1) (1991)
Tomás Cipra, Rosario Romera
Robust Kalman filter and its application in time series analysis. Kybernetika 27 (6) (1991)
Tomás Cipra
Prediction in stochastic linear programming. Kybernetika 23 (3) (1987)
Tomás Cipra
Statistical analysis of multiple moving average processes using periodicity. Kybernetika 21 (5) (1985)
Tomás Cipra
Improvement of extrapolation in multivariate stationary processes. Kybernetika 17 (3) (1981)