Editor

Preprint Edition

2012

70   R. Sabolová: Small sample inference for regression quantiles

2011

69   O. Šedivý, J. Staněk, B. Kratochvílová, V. Beneš: Dimension reduction - slicing in stochastic geometry

2010

68   M. Prokešová, E. B. Vedel Jensen: Asymptotic Palm likelihood theory for stationary point processes
67   J. Jurečková, J. Picek: Finite-sample behavior of robust estimators

2009

66   J. Jurečková, J. Kalina, J. Picek, A. K. Md. E. Saleh: Rank tests of linear hypothesis with measurement errors both in regressors and responses
65   Z. Pawlas: Empirical distributions in marked point processes
64   J. Jurečková, J. Picek: Minimum risk estimator in linear regression model

2008

63   O. Honzl, Z. Pawlas: Estimator variance in Poisson segment processes
62   P. Dostál: Futures trading with proportional transaction costs
61   J. Kalina: Diagnostics for instrumental weighted variables
60   J. Witzany: Construction of equivalent martingale measures with infinitesimals (pdf)
59   A. Babiaková: The asymptotic behaviour of the cardinality of intersections of independent random samples from a finite population

2007

58   B. Frcalová, V. Beneš: Spatio-temporal modeling of a Cox point process on curve, filtering and inference
57   S. Hekimoglu, R. C. Erenoglu, J. Kalina: Outlier detection by means of robust regression estimators
56   P. Dostál: Almost optimal trading strategies for small transaction costs in model with random and stochastic coefficients
55   Z. Hlávka, M. Pešta: Constrained general regression in pseudo-Sobolev spaces with application to option pricing (pdf)

2006

54   J. Jurečková, A. K. Md. E. Saleh: Rank tests and regression rank scores tests in measurement error models (pdf)
53   R. Lechnerová, K. Helisová, V. Beneš: Cox point processes driven by Ornstein-Uhlenbeck type processes
52   M. Kopa: Stochastic dominance and efficient portfolios
51   J. Lhotský: Density of cross-correlation measure and stationarity (pdf)
50   J. Jurečková: Regression rank scores in nonlinear models
49   Z. Hlávka: Fast algorithm for nonparametric arbitrage-free SPD estimation

2005

48   P. Klášterecký, M. Kulich: Note on parameter estimation in regression models for case-cohort data
47   P. Dostál: Optimal trading strategies with transaction costs paid only for the first stock
46   W. Härdle, Z. Hlávka: Dynamics of state price densities
45   M. Schindler: Tests based on regression rank scores in ANOVA models
44   P. Lachout: Hra kámen-nůžky-papír při více hráčích
43   M. Prokešová, V. Beneš: Non-linear filtering in space-time doubly stochastic point processes driven by OU processes
42   J. Jurečková, P.K. Sen: Robust estimation, admissibility and shrinkage phenomenon
41   M. Omelka: Second-order asymptotic relations of M-estimtors and R-estimators in the simple linear regression
40   M. Omelka: Second-order linearity of Wilcoxon rank statistics

2004

39   P. Dostál: Optimal trading strategies with transaction costs and HARA utility function
38   P. Dostál: Log-optimal trading strategies with transaction costs
37   M. Prokešová, U. Hahn, E. Vedel-Jensen: Statistics for locally scaled point processes
36   L. Heinrich, Z. Pawlas: Asymptotic properties of Horvitz-Thompson type empirical distribution functions in germ-grain models and their applications (pdf)
35   L. Klebanov, A. Yakovlev: A new approach to testing for sufficient follow-up in cure-rate analysis

2003

34   J. Antoch, G. Gregoire, D. Jarušková: Detection of structural changes in generalized linear models
33   M. Prokešová: Bayesian MCMC estimation of the rose directions
32   J. Štěpán, P. Dostál: The dX(t) = Xb(X) dt + Xσ(X) dW equation and financial mathematics II

2002

31   Z. Prášková: Logaritmicko-lineární a logitové modely v analýze kategoriálních dat
30   J. Štěpán, P. Dostál: The dX(t) = Xb(X) dt + Xσ(X) dW equation and financial mathematics I
29   J. Dupačová: Reflections on output analysis for multistage stochastic linear programs
28   A. Fialová, J. Jurečková, J. Picek: New type of estimator of Pareto tail index
27   L. Fajfrová, D. Hlubinka: "Moment problem" solution of local martingale problem
26   D. Hlubinka: Shape factor extremes for spheroidal particles in FGM distributions
25   L. Mašíček: Konzistence odhadu LWS pro parametr polohy

2001

24   L. Horváth, M. Hušková: Permutations of U-statistics
23   M. Hlawiczková, P. Ponížil: Anisotropy of 3D Voronoi tessellation cell edges
22   J. Jurečková, R. Koenker, S. Portnoy: Estimation of Pareto index based on extreme regression quantiles
21   M. Hušková, G. Neuhaus: Change point analysis for censored data
20   V. Beneš, K. Bodlák, J. Moeller, R. Waagepetersen: Bayesian analysis of log Gaussian Cox processes
19   J. Jurečková, X. Milhaud: Derivatives in the mean and their applications
18   H. Janečková: Some generalizations in a heteroscedastic RCA(1) model
17   T. Cipra: Exponential smoothing for data observed at irregular time intervals

2000

16   D. Hlubinka: Implicit Markov kernels
15   V. Dupač: Monte Carlo podle Markova
14   M. Hušková, A. Slabý: Permutation tests for multiple changes
13   H. Janečková: RCA(1) model with heteroscedasticity
12   J. Jurečková, R. Koenker, S. Portnoy: Tail behavior of the least squares estimator
11   J. Štěpán: Stochastic analysis, 1. Martingales
10   J. Štěpán: Lusin measurability in measure spaces
09   T. Cipra: Prediction intervals in linear credibility models
08   M. Jiruše, J. Machek, V. Beneš, P. Zeman: A Bayesian estimate of the risk of tick-borne diseases
07   Z. Prášková, T. Cipra, J. Dupačová, P. Lachout: Současná ekonometrie jako součást matematiky
06   Autorský kolektiv: Diskuse k výuce statistiky, Seminář TPA'2000
05   T. Víšek: L₁-procedures for detection of change in location and scale
04   J. Dupačová: Output analysis for approximated stochastic programs
03   P. Lachout: Delta theorem in Hausdorff topological vector spaces
02   D. Hlubinka: Spheroid parameter: domain of attraction
01   V. Beneš, A.M. Gokhale: Planar anisotropy revisited