Tomáš Cipra

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

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