Tomás Cipra

According to our database, Tomás Cipra authored at least 14 papers between 1981 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2018

Robust recursive estimation of GARCH models.

Tomás Cipra, Radek Hendrych

Kybernetika, 2018

Self-weighted recursive estimation of GARCH models.

Radek Hendrych, Tomás Cipra

Commun. Stat. Simul. Comput., 2018

Robust Kalman Filter for High-Frequency Financial Data.

Tomás Cipra, Radek Hendrych, Michal Cerný

Proceedings of the Applied Computer Sciences in Engineering, 2018

A Note on Partial Identification of Regression Parameters in Regression with Interval-Valued Dependent Variable.

Michal Cerný, Tomás Cipra, Radek Hendrych, Ondrej Sokol, Miroslav Rada

Proceedings of the Applied Computer Sciences in Engineering, 2018

2016

On conditional covariance modelling: An approach using state space models.

Radek Hendrych, Tomás Cipra

Comput. Stat. Data Anal., 2016

2015

Exponential smoothing based on L-estimation.

Premysl Bejda, Tomás Cipra

Kybernetika, 2015

2011

Exponential smoothing for time series with outliers.

Tomás Hanzák, Tomás Cipra

Kybernetika, 2011

2008

Exponential smoothing for irregular time series.

Tomás Cipra, Tomás Hanzák

Kybernetika, 2008

1993

Recursive estimation in autoregressive models with additive outliers.

Tomás Cipra, Asunción Mária Rubio, José Luis Canal

Kybernetika, 1993

1991

Robust Kalman filter and its application in time series analysis.

Tomás Cipra, Rosario Romera

Kybernetika, 1991

Stochastic programming with random processes.

Tomás Cipra

Ann. Oper. Res., 1991

1987

Prediction in stochastic linear programming.

Tomás Cipra

Kybernetika, 1987

1985

Statistical analysis of multiple moving average processes using periodicity.

Tomás Cipra

Kybernetika, 1985

1981

Improvement of extrapolation in multivariate stationary processes.

Tomás Cipra

Kybernetika, 1981