The following pages link to Tomáš Cipra (Q591601):
Displaying 50 items.
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Simultaneous denoising and enhancement of signals by a fractal conservation law (Q430357) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Periodic review inventory systems. (Q547469) (← links)
- An urn model with Bernoulli removals and independent additions (Q579778) (← links)
- Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums (Q606540) (← links)
- (Q689184) (redirect page) (← links)
- An addendum to ``A limitation of Markov representation for stationary processes'' (Q689185) (← links)
- Some contributions on the characterization of one-dimensional spatial processes (Q753259) (← links)
- Spectral density estimation for stationary stable processes (Q794377) (← links)
- Signal extraction from nonstationary time series (Q795458) (← links)
- Time series package (TSPACK) (Q802266) (← links)
- Stable solutions to homogeneous difference-differential equations with constant coefficients: Analytical instruments and an application to monetary theory. (Q851638) (← links)
- Sustainable retirement spending: the Czech case (Q906582) (← links)
- (Q920825) (redirect page) (← links)
- Inventory system with random supply quantity (Q920826) (← links)
- Exponential smoothing for irregular data. (Q954601) (← links)
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition (Q971936) (← links)
- Limit theorems for moving averages of discretized processes plus noise (Q973875) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- Decision and control in uncertain resource systems (Q1059533) (← links)
- On the residuals of autoregressive processes and polynomial regression (Q1069631) (← links)
- Optimal statistical estimators of spectral density in \(L^ 2\) (Q1069641) (← links)
- Spectral conditions for local nondeterminism (Q1096248) (← links)
- Unit canonical correlations between future and past (Q1104009) (← links)
- On bilinear forms in Gaussian random variables and Toeplitz matrices (Q1105276) (← links)
- Spectral correlation characteristics, invariant under one-to-one delayless functional transformations of stochastic processes (Q1105911) (← links)
- Proof of global convergence of an efficient algorithm for predicting trip generation, trip distribution, modal split and traffic assignment simultaneously on large-scale networks (Q1107417) (← links)
- Interval uneffectiveness distribution for a k-out-of-n multistate reliability system with repair (Q1107421) (← links)
- Stochastic programming with random processes (Q1178433) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Continuous time periodically correlated processes: Spectrum and prediction (Q1316602) (← links)
- Dynamic timing decisions under uncertainty. Essays on invention, innovation and exploration in resource economics (Q1320559) (← links)
- Specialised class \(L\) property and stationary autoregressive process (Q1324589) (← links)
- Stochastic and robust control of nonlinear economic systems (Q1330535) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- Asymmetric recursive methods for time series (Q1340773) (← links)
- On permissible correlations for locally correlated stationary processes (Q1344830) (← links)
- A comparison of cointegration tests (Q1363456) (← links)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
- (Q1382950) (redirect page) (← links)
- Kalman filter with outliers and missing observations (Q1382951) (← links)
- Model reduction methods for vector autoregressive processes. (Q1420347) (← links)
- Strategic safety stocks in supply chains (Q1582798) (← links)
- Asymptotic behavior of the prediction error for stationary random sequences (Q1587165) (← links)
- On conditional covariance modelling: an approach using state space models (Q1659121) (← links)
- Econometric model of non-life technical provisions: the Czech insurance market case study (Q1707558) (← links)
- On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes (Q1761493) (← links)
