- Comparing Various EWMA Model Estimators: Value at Risk Perspective2016 | Faculty of Mathematics and Physics
- Robustified on-line estimation of the EWMA models: Simulations and applications2015 | Faculty of Mathematics and Physics
- On comparing prediction accuracy of various EWMA model estimators2017 | Faculty of Mathematics and Physics
- On-line Calibration of the EWMA Models: Simulations and Applications2015 | Faculty of Mathematics and Physics
- Recursive estimation of EWMA model2019 | Faculty of Mathematics and Physics
- Recursive estimation of the multivariate EWMA process2019 | Faculty of Mathematics and Physics