Publications
- Robust Kalman filter for high-frequency financial data2018 | Faculty of Mathematics and Physics
- Holt-Winters method for run-off triangles in claims reserving2023 | Faculty of Mathematics and Physics
- Applying state space models to stochastic claims reserving2021 | Faculty of Mathematics and Physics
- Common shock approach to counterparty default risk of reinsurance2019 | Faculty of Mathematics and Physics
- Recursive estimation of EWMA model2019 | Faculty of Mathematics and Physics
- Modeling of Currency Covolatilities2019 | Faculty of Mathematics and Physics
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics
- Self-weighted recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
- A note on partial identification of regression parameters in regression with interval-valued dependent variable2018 | Faculty of Mathematics and Physics
- Cipra, T., Hendrych, R.: Robust recursive estimation of GARCH models2018 | Faculty of Mathematics and Physics
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