Asymptotics for weakly dependent errors-in-variables. - Michal Pesta (Kybernetika, 2013)

Score tests for covariate effects in conditional copulas. - Irène Gijbels; Marek Omelka; Michal Pesta; Noël Veraverbeke (J. Multivar. Anal., 2017)

Abrupt change in mean using block bootstrap and avoiding variance estimation. - Barbora Pestová; Michal Pesta (Comput. Stat., 2018)

Structural breaks in dependent, heteroscedastic, and extremal panel data. - Matús Maciak; Barbora Pestová; Michal Pesta (Kybernetika, 2018)

Investment disputes and their explicit role in option market uncertainty and overall risk instability. - Zdenek Drábek; Milos Kopa; Matús Maciak; Michal Pesta; Sebastiano Vitali (Comput. Manag. Sci., 2023)