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