Edit Profile (opens in new tab) Cipra, Tomáš Compute Distance To: Compute Author ID: cipra.tomas Published as: Cipra, Tomáš; Cipra, T.; Cipra, Tomas; Cipra, Tomaš more...less External Links: MGP · ORCID Documents Indexed: 50 Publications since 1978, including 2 Books 1 Further Contribution Reviewing Activity: 187 Reviews Co-Authors: 14 Co-Authors with 22 Joint Publications 68 Co-Co-Authors all top 5 Co-Authors 29 single-authored 5 Hendrych, Radek 4 Rubio, Asunción Maria 3 Romera, Rosario 2 Anděl, Jiří 2 Dupačová, Jitka 2 Hanzák, Tomáš 1 Bejda, Přemysl 1 Canal, José Luis 1 Devess, G. 1 Ehrenberg, Dieter 1 Kalaš, Martin 1 Käschel, Joachim 1 Lachout, Petr 1 Laue, M. 1 Lommatzsch, Klaus 1 Malafeev, Oleg Alekseivich 1 Melzer, Detlef 1 Meravý, Pavol 1 Merkl, Franz 1 Motyková, I. 1 Petrosyan, Leon Aganesovich 1 Prášková, Zuzana 1 Remke, Werner 1 Sojka, Jan 1 Steckler, H. 1 Tlustý, Pavel 1 Trujillo, José 1 Turnovec, Frantisek all top 5 Serials 9 Kybernetika 5 Aplikace Matematiky 4 Commentationes Mathematicae Universitatis Carolinae 3 Ekonomicko-Matematicky Obzor 3 Applications of Mathematics 2 Mathematische Operationsforschung und Statistik. Series Statistics 2 Communications in Statistics. Simulation and Computation 2 European Actuarial Journal 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Časopis Pro Pěstování Matematiky 1 Journal of Applied Probability 1 Management Science 1 Journal of Time Series Analysis 1 Statistics & Decisions 1 Statistics 1 Trabajos de Estadistica 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Pokroky Matematiky, Fyziky & Astronomie 1 Computational Statistics and Data Analysis 1 Test 1 Czechoslovak Journal for Operations Research 1 ASTIN Bulletin 1 Seminarbericht, Humboldt-Universität zu Berlin, Sektion Mathematik all top 5 Fields 39 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 7 Operations research, mathematical programming (90-XX) 4 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 81 times in 48 Documents Cited by ▼ Year ▼ Robust Kalman filter and its application in time series analysis. Zbl 0745.62090Cipra, Tomáš; Romera, Rosario 10 1991 Kalman filter with outliers and missing observations. Zbl 0893.62094Cipra, T.; Romera, R. 9 1997 Holt-Winters method with missing observations. Zbl 0829.90034Cipra, Tomáš; Trujillo, José; Rubio, Asunción 8 1995 On practical implementation of robust Kalman filtering. Zbl 0850.62688Romera, R.; Cipra, T. 8 1995 Kalman filter with a non-linear non-Gaussian observation relation. Zbl 0748.62052Cipra, T.; Rubio, A. 4 1991 Some problems of exponential smoothing. Zbl 0673.62079Cipra, Tomáš 4 1989 Robust smoothing and forecasting procedures. Zbl 0951.91508Cipra, Tomáš 3 1992 Moment problem with given covariance structure in stochastic programming. Zbl 0558.90072Cipra, Tomáš 3 1985 Improvement of Fisher’s test of periodicity. Zbl 0528.62075Cipra, Tomáš 3 1983 Periodic moving average process. Zbl 0586.62146Cipra, Tomáš 3 1985 Tests of periodicity with missing observations. Zbl 0809.62079Cipra, T. 2 1991 Note on approximate non-Gaussian filtering with nonlinear observation relation. Zbl 0713.60053Cipra, Tomáš 2 1990 Investigation of periodicity for dependent observations. Zbl 0541.62070Cipra, Tomáš 2 1984 Recursive estimation in autoregressive models with additive outliers. Zbl 0789.62066Cipra, Tomáš; Rubio, Asunción; Canal, José Luis 2 1993 Prediction in stochastic linear programming. Zbl 0632.90050Cipra, Tomáš 2 1987 Gaussian processes in linear programs with random right-hand sides. Zbl 0662.60052Cipra, T. 2 1988 Dynamic credibility with outliers and missing observations. Zbl 0855.62092Cipra, Tomáš 2 1996 Financial and insurance formulas. Zbl 1200.91001Cipra, Tomas 2 2010 Exponential smoothing for irregular data. Zbl 1164.62377Cipra, Tomáš 2 2006 Exponential smoothing for time series with outliers. Zbl 1220.62114Hanzák, Tomáš; Cipra, Tomáš 2 2011 Improvement of extrapolation in multivariate stationary processes. Zbl 0473.62080Cipra, Tomas 1 1981 Simple correlated ARMA processes. Zbl 0564.62071Cipra, Tomáš 1 1984 Autoregressive processes in optimization. Zbl 0643.90064Cipra, Tomáš 1 1988 On improvement of prediction in ARMA processes. Zbl 0514.62103Cipra, Tomas 1 1981 Self-weighted recursive estimation of GARCH models. Zbl 1392.62310Hendrych, Radek; Cipra, Tomáš 1 2018 Exponential smoothing for irregular time series. Zbl 1154.62363Cipra, Tomáš; Hanzák, Tomáš 1 2008 Self-weighted recursive estimation of GARCH models. Zbl 1392.62310Hendrych, Radek; Cipra, Tomáš 1 2018 Exponential smoothing for time series with outliers. Zbl 1220.62114Hanzák, Tomáš; Cipra, Tomáš 2 2011 Financial and insurance formulas. Zbl 1200.91001Cipra, Tomas 2 2010 Exponential smoothing for irregular time series. Zbl 1154.62363Cipra, Tomáš; Hanzák, Tomáš 1 2008 Exponential smoothing for irregular data. Zbl 1164.62377Cipra, Tomáš 2 2006 Kalman filter with outliers and missing observations. Zbl 0893.62094Cipra, T.; Romera, R. 9 1997 Dynamic credibility with outliers and missing observations. Zbl 0855.62092Cipra, Tomáš 2 1996 Holt-Winters method with missing observations. Zbl 0829.90034Cipra, Tomáš; Trujillo, José; Rubio, Asunción 8 1995 On practical implementation of robust Kalman filtering. Zbl 0850.62688Romera, R.; Cipra, T. 8 1995 Recursive estimation in autoregressive models with additive outliers. Zbl 0789.62066Cipra, Tomáš; Rubio, Asunción; Canal, José Luis 2 1993 Robust smoothing and forecasting procedures. Zbl 0951.91508Cipra, Tomáš 3 1992 Robust Kalman filter and its application in time series analysis. Zbl 0745.62090Cipra, Tomáš; Romera, Rosario 10 1991 Kalman filter with a non-linear non-Gaussian observation relation. Zbl 0748.62052Cipra, T.; Rubio, A. 4 1991 Tests of periodicity with missing observations. Zbl 0809.62079Cipra, T. 2 1991 Note on approximate non-Gaussian filtering with nonlinear observation relation. Zbl 0713.60053Cipra, Tomáš 2 1990 Some problems of exponential smoothing. Zbl 0673.62079Cipra, Tomáš 4 1989 Gaussian processes in linear programs with random right-hand sides. Zbl 0662.60052Cipra, T. 2 1988 Autoregressive processes in optimization. Zbl 0643.90064Cipra, Tomáš 1 1988 Prediction in stochastic linear programming. Zbl 0632.90050Cipra, Tomáš 2 1987 Moment problem with given covariance structure in stochastic programming. Zbl 0558.90072Cipra, Tomáš 3 1985 Periodic moving average process. Zbl 0586.62146Cipra, Tomáš 3 1985 Investigation of periodicity for dependent observations. Zbl 0541.62070Cipra, Tomáš 2 1984 Simple correlated ARMA processes. Zbl 0564.62071Cipra, Tomáš 1 1984 Improvement of Fisher’s test of periodicity. Zbl 0528.62075Cipra, Tomáš 3 1983 Improvement of extrapolation in multivariate stationary processes. Zbl 0473.62080Cipra, Tomas 1 1981 On improvement of prediction in ARMA processes. Zbl 0514.62103Cipra, Tomas 1 1981 all cited Publications top 5 cited Publications all top 5 Cited by 60 Authors 17 Cipra, Tomáš 3 Croux, Christophe 3 Hanzák, Tomáš 2 Dulá, José H. 2 Fried, Roland 2 Gelper, Sarah 2 Hendrych, Radek 2 Romera, Rosario 2 Rubio, Asunción Maria 1 Akan, Aydin 1 Anděl, Jiří 1 Bejda, Přemysl 1 Bentarzi, Mohamed 1 Bermúdez, José D. 1 Birge, John R. 1 Camacho, Franklin 1 Canal, José Luis 1 Černý, Michal 1 Chiroque-Solano, Pamela M. 1 Corberán-Vallet, Ana 1 Crevits, Ruben 1 De Palma, Daniela 1 Donatos, George S. 1 Efe, Murat 1 Eksi, Zehra 1 Filipović, Damir 1 Franěk, Petr 1 Gould, Phillip G. 1 Hipel, Keith William 1 Hui, Yer Van 1 Hyndman, Rob J. 1 Indiveri, Giovanni 1 Ishii, Hiroaki 1 Jarušková, Daniela 1 Jentsch, Carsten 1 Koehler, Anne B. 1 Lee, Andy H. 1 McLeod, Angus Ian 1 McSweeney, Laura A. 1 Momo, F. R. 1 Morita, Hiroshi Morita 1 Moura, Fernando Antônio da S. 1 Ord, J. Keith 1 Ozbek, Levent 1 Porto, Rogério F. 1 Pupashenko, Daria-S 1 Ratinger, Tomáš 1 Roa, S. Y. 1 Ruckdeschel, Peter 1 Saatci, Esra 1 Salcedo, Gladys E. 1 Snyder, Ralph D. 1 Spangl, Bernhard 1 Vahid-Araghi, Farshid 1 Vercher, Enriqueta 1 Wang, Xiaolan L. 1 Wen, Qiuzi H. 1 Wong, Augustine C. M. 1 Yick, John S. 1 Zhu, Yongzhong all top 5 Cited in 28 Serials 10 Kybernetika 5 Applications of Mathematics 3 Annals of Operations Research 2 Aplikace Matematiky 2 Journal of Time Series Analysis 2 Communications in Statistics. Simulation and Computation 2 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 1 Information Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Naval Research Logistics 1 Trabajos de Estadistica 1 Stochastic Hydrology and Hydraulics 1 Signal Processing 1 International Journal of Adaptive Control and Signal Processing 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Mathematical Programming. Series A. Series B 1 Test 1 Statistical Papers 1 Top 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Journal of Forecasting 1 European Actuarial Journal all top 5 Cited in 13 Fields 40 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 6 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 4 Probability theory and stochastic processes (60-XX) 2 Biology and other natural sciences (92-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year