Publications by the researcher in collaboration with SONIA SOTOCA LÓPEZ (10)

2020

  1. The impact of oil prices on products groups inflation: is the effect asymmetric?

    Documentos de Trabajo (ICAE)

2012

  1. Minimally Conditioned Likelihood for a Nonstationary State Space Model

    Documentos de Trabajo (ICAE)

2006

  1. Decomposition of State-Space Model with Inputs: The Theory and an Applicatuion to Estimate the ROI of Advertising

    Documentos de Trabajo (ICAE)

  2. Modelling an Forecasting Time series Sampled at Different Frequencies

    Documentos de Trabajo (ICAE)

2000

  1. A MATLAB toolbox for reliable time series modeling and forecasting in State-Space

    Documentos de Trabajo (ICAE)

  2. An exact multivariate model-based structural decomposition

    Documentos de Trabajo (ICAE)

1999

  1. A fast and stable method to compute the likelihood of state-space models with unit roots

    Documentos de Trabajo (ICAE)

  2. The likelihood of multivariate GARCH models is ill-conditioned

    Documentos de Trabajo (ICAE)

1998

  1. A general fixed-interval smoother with exact initial conditions

    Documentos de Trabajo (ICAE)

  2. Un algoritmo rápido para evaluar la función de verosimilitud exacta de modelos VARMAX periódicos

    Documentos de Trabajo (ICAE)