Publicaciones (8) Publicaciones en las que ha participado algún/a investigador/a

2008

  1. Computing and using residuals in time series models

    Computational Statistics and Data Analysis, Vol. 52, Núm. 3, pp. 1746-1763

2006

  1. Exact maximum likelihood estimation of partially nonstationary vector ARMA models

    Computational Statistics and Data Analysis, Vol. 50, Núm. 12, pp. 3644-3662

2002

  1. An algorithm for the exact likelihood of a stationary vector autoregressive-moving average model

    Journal of Time Series Analysis, Vol. 23, Núm. 4, pp. 473-486

1997

  1. The exact likelihood function of a vector autoregressive moving average model

    Journal of the Royal Statistical Society. Series C: Applied Statistics, Vol. 46, Núm. 1, pp. 157-171

1995

  1. A corrected algorithm for computing the theoretical autocovariance matrices of a vector ARMA model

    Documentos de Trabajo (ICAE)

  2. Exact maximum likelihood estimation of stationary vector ARMA models

    Journal of the American Statistical Association, Vol. 90, Núm. 429, pp. 282-291