Publication | Date of Publication | Type |
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Holt-winters method for run-off triangles in claims reserving | 2024-02-21 | Paper |
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING | 2021-10-20 | Paper |
Time Series in Economics and Finance | 2020-05-20 | Paper |
Robust recursive estimation of GARCH models | 2019-03-01 | Paper |
On conditional covariance modelling: an approach using state space models | 2018-08-15 | Paper |
Self-weighted recursive estimation of GARCH models | 2018-06-01 | Paper |
Econometric model of non-life technical provisions: the Czech insurance market case study | 2018-04-03 | Paper |
Exponential smoothing based on L-estimation | 2016-02-01 | Paper |
Sustainable retirement spending: the Czech case | 2016-01-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3008336 | 2011-06-15 | Paper |
Financial and Insurance Formulas | 2010-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3604326 | 2009-02-24 | Paper |
Exponential smoothing for irregular data. | 2008-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4814377 | 2004-09-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4942386 | 2000-07-19 | Paper |
Robust recursive estimation in nonlinear time series | 1998-08-20 | Paper |
Kalman filter with outliers and missing observations | 1998-04-01 | Paper |
Dynamic credibility with outliers and missing observations | 1997-02-09 | Paper |
On practical implementation of robust kalman filtering | 1996-01-10 | Paper |
Holt-Winters Method with Missing Observations | 1995-07-04 | Paper |
Tests of periodicity with missing observations | 1995-03-29 | Paper |
Asymmetric recursive methods for time series | 1995-02-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4281781 | 1994-03-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4009544 | 1992-09-27 | Paper |
Kalman filter with a non-linear non-Gaussian observation relation | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3991139 | 1992-06-28 | Paper |
Stochastic programming with random processes | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3198626 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3476165 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3827443 | 1989-01-01 | Paper |
Autoregressive processes in optimization | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3806626 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3811457 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3765083 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3770285 | 1987-01-01 | Paper |
ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3740584 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4725562 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3347639 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3687556 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3711570 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4720616 | 1985-01-01 | Paper |
Investigation of periodicity for dependent observations | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3678515 | 1984-01-01 | Paper |
Simple correlated arma processes | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3308913 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3327555 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3951323 | 1982-01-01 | Paper |
On improvement of prediction in arma processes | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3928090 | 1981-01-01 | Paper |
Class of unimodal distributions and its transformations | 1978-01-01 | Paper |