R. Mesiar, A. Sheikhi and M. Komorníková
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Random noise and perturbation of copulas
Volume 55 no. 2, 422-434, 2019 |
J. Komorník and M. Komorníková
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Modelling financial time series using reflections of copulas
Volume 49 no. 3, 487-497, 2013 |
A. Petričková and M. Komorníková
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Copula approach to residuals of regime-switching models
Volume 48 no. 3, 550-566, 2012 |
R. Mesiar, V. Jágr, M. Juráňová and M. Komorníková
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Univariate conditioning of copulas
Volume 44 no. 6, 807-816, 2008 |
J. Komorník and M. Komorníková
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Applications of regime-switching models based on aggregation operators
Volume 43 no. 4, 431-442, 2007 |
T. Bognár, J. Komorník and M. Komorníková
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Regime-switching models of time series with cubic spline transition function in geodetic application
Volume 40 no. 1, 143-150, 2004 |
M. Komorníková and J. Komorník
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Time series models for Earth's crust kinematics
Volume 38 no. 3, 383-387, 2002 |