- On a method of estimating parameters in non - negative ARMA models1996 | Faculty of Mathematics and Physics
- A comparison of two methods of estimating parameters in non - negative ARMA models1996 | Faculty of Mathematics and Physics
- Comparing Neural Networks and ARMA Models in Artificial Stock Market2011 | Faculty of Mathematics and Physics
- Non-Negative Time Series and Their Applications2011 | Faculty of Mathematics and Physics
- Comparing neural networks with other predictive models in artificial stock market2012 | Faculty of Mathematics and Physics
- MEM or/and LogARMA: which model for realized volatility?2022 | Publication without faculty affiliation