| Publication | Date of Publication | Type |
|---|
Holt-winters method for run-off triangles in claims reserving
European Actuarial Journal | 2024-02-21 | Paper |
Applying state space models to stochastic claims reserving
ASTIN Bulletin | 2021-10-20 | Paper |
| Time series in economics and finance | 2020-05-20 | Paper |
Robust recursive estimation of GARCH models.
Kybernetika | 2019-03-01 | Paper |
On conditional covariance modelling: an approach using state space models
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Self-weighted recursive estimation of GARCH models
Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
Econometric model of non-life technical provisions: the Czech insurance market case study
European Actuarial Journal | 2018-04-03 | Paper |
Exponential smoothing based on L-estimation.
Kybernetika | 2016-02-01 | Paper |
Sustainable retirement spending: the Czech case
European Actuarial Journal | 2016-01-22 | Paper |
| Exponential smoothing for time series with outliers | 2011-06-15 | Paper |
| Exponential smoothing for time series with outliers | 2011-06-15 | Paper |
| Financial and Insurance Formulas | 2010-08-11 | Paper |
| Exponential smoothing for irregular time series | 2009-02-24 | Paper |
| Exponential smoothing for irregular time series | 2009-02-24 | Paper |
Exponential smoothing for irregular data.
Applications of Mathematics | 2008-11-24 | Paper |
Exponential smoothing for irregular data.
Applications of Mathematics | 2008-11-24 | Paper |
| scientific article; zbMATH DE number 2098021 (Why is no real title available?) | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 1419372 (Why is no real title available?) | 2000-07-19 | Paper |
Robust recursive estimation in nonlinear time series
Communications in Statistics: Theory and Methods | 1998-08-20 | Paper |
Kalman filter with outliers and missing observations
Test | 1998-04-01 | Paper |
Dynamic credibility with outliers and missing observations
Applications of Mathematics | 1997-02-09 | Paper |
On practical implementation of robust kalman filtering
Communications in Statistics. Simulation and Computation | 1996-01-10 | Paper |
Holt-Winters Method with Missing Observations
Management Science | 1995-07-04 | Paper |
Tests of periodicity with missing observations
Statistics | 1995-03-29 | Paper |
Asymmetric recursive methods for time series
Applications of Mathematics | 1995-02-16 | Paper |
| scientific article; zbMATH DE number 513088 (Why is no real title available?) | 1994-03-10 | Paper |
| scientific article; zbMATH DE number 513088 (Why is no real title available?) | 1994-03-10 | Paper |
| scientific article; zbMATH DE number 61455 (Why is no real title available?) | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 61455 (Why is no real title available?) | 1992-09-27 | Paper |
Kalman filter with a non-linear non-Gaussian observation relation
Trabajos de Estadistica | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 36505 (Why is no real title available?) | 1992-06-28 | Paper |
Stochastic programming with random processes
Annals of Operations Research | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4174041 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4102344 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4145194 (Why is no real title available?) | 1989-01-01 | Paper |
Autoregressive processes in optimization
Journal of Applied Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4082630 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4076391 (Why is no real title available?) | 1988-01-01 | Paper |
ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY
Journal of Time Series Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4029263 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4022433 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3974737 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3999065 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3891104 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3940531 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3911536 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3992726 (Why is no real title available?) | 1985-01-01 | Paper |
Simple correlated arma processes
Series Statistics | 1984-01-01 | Paper |
| Investigation of periodicity for dependent observations | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3899993 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3860226 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3839184 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3839184 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3770676 (Why is no real title available?) | 1982-01-01 | Paper |
On improvement of prediction in arma processes
Series Statistics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3742452 (Why is no real title available?) | 1981-01-01 | Paper |
| Class of unimodal distributions and its transformations | 1978-01-01 | Paper |
