- Robustification of statistical and econometrical regression methodsPublication without faculty affiliation
- Heteroscedasticity Resistant Robust Covariance Matrix Estimator2010 | Publication without faculty affiliation
- Robust Kalman filter for high-frequency financial data2018 | Faculty of Mathematics and Physics
- Robustified on-line estimation of the EWMA models: Simulations and applications2015 | Faculty of Mathematics and Physics
- Robust Recursive Methods in Time Series2009 | Faculty of Mathematics and Physics
- Instrumental weighted variables2006 | Faculty of Social Sciences
- Exponential Smoothing for Time Series with Outliers2011 | Faculty of Mathematics and Physics
- Implicitly weighted multivariate methods for high-dimensional data2010 | Faculty of Mathematics and Physics
- Heteroscedastic regression in robust econometrics2009 | Faculty of Mathematics and Physics
- Estimating the Model with Fixed and Random Effects by a Robust Method2015 | Publication without faculty affiliation