- Testing the stability of the functional autoregressive process2010 | Faculty of Mathematics and Physics
- On geometric ergodicity and prediction in non-negative non-linear autoregressive processes2004 | Publication without faculty affiliation
- On calculation of stationary density of autoregressive processes2000 | Faculty of Mathematics and Physics, Central Library of Charles University
- Extrapolations in non-linear autoregressive processes1999 | Faculty of Mathematics and Physics
- Extrapolation in some nonlinear autoregressive processes1998 | Faculty of Mathematics and Physics
- A Contribution to Bootstrapping Autoregression Processes1995 | Publication without faculty affiliation
- Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatilityPublication without faculty affiliation
- On Change Detection in Stationary Vector Autoregressive Processes2011 | Faculty of Mathematics and Physics
- Autoregressive processes with time dependent parameters1999 | Faculty of Mathematics and Physics
- On a method of estimating parameters in non-negative multivariate autoregressive processes1999 | Faculty of Mathematics and Physics
- Change point detection in vector autoregression2018 | Faculty of Mathematics and Physics
- Autoregressive causal relation: Digital filtering approach to causality measures in frequency domain2013 | Faculty of Arts
- VaR Forecasting in Times of Increased Volatility2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Some notes concerning prediction in AR processes2001 | Faculty of Mathematics and Physics
- Robust Recursive Methods in Time Series2009 | Faculty of Mathematics and Physics
- On Testing Changes in Parameters of an Autoregressive Model2009 | Faculty of Mathematics and Physics
- On Testing Changes in Autoregressive Parameters of a VAR Model2013 | Faculty of Mathematics and Physics
- Does money help predict inflation? An empirical assessment for Central Europe2011 | Publication without faculty affiliation
- On Tail Dependence and Multifractality2020 | Publication without faculty affiliation
- Evolution of low flows in Czechia revisited2015 | Faculty of Science