Econometría en espacio de los estados y machine learning
Universidad Autónoma de Madrid
Madrid, EspañaPublicacions en col·laboració amb investigadors/es de Universidad Autónoma de Madrid (9)
2020
-
Evaluating early warning and coincident indicators of business cycles using smooth trends
Journal of Forecasting, Vol. 39, Núm. 1, pp. 1-17
2015
-
Mathematical Framework for Pseudo-Spectra of Linear Stochastic Difference Equations
IEEE Transactions on Signal Processing, Vol. 63, Núm. 24, pp. 6498-6509
2013
-
Predicting recessions with factor linear dynamic harmonic regressions
Journal of Forecasting, Vol. 32, Núm. 6, pp. 481-499
2010
-
Decomposition of a state-space model with inputs
Journal of Statistical Computation and Simulation, Vol. 80, Núm. 9, pp. 979-992
2009
-
Fast estimation methods for time-series models in state-space form
Journal of Statistical Computation and Simulation, Vol. 79, Núm. 2, pp. 121-134
2008
-
Conceptual modeling of ontology-based linguistic resources with a focus on semantic relations
Proceedings of the 6th International Conference on Language Resources and Evaluation, LREC 2008
2007
-
Linear dynamic harmonic regression
Computational Statistics and Data Analysis, Vol. 52, Núm. 2, pp. 999-1024
2006
-
Demand forecast and elasticities estimation of public transport
Journal of Transport Economics and Policy, Vol. 40, Núm. 1, pp. 45-67
2004
-
Monthly forecasts of integrated public transport systems: The case of the Madrid metropolitan area
Journal of Transportation and Statistics, Vol. 7, Núm. 1, pp. 39-59