Sonia Sotoca

Likelihood stabilization for ill-conditioned vector GARCH models

Miguel Jerez, José Casals, Sonia Sotoca, 2009, Comput. Stat..

Aggregation and disaggregation of time series

Miguel Jerez, José Casals, Sonia Sotoca, 2018 .

Filtering and Smoothing

Miguel Jerez, José Casals, Sonia Sotoca, 2018, State-Space Methods for Time Series Analysis.

The VARMAX representation of a State-Space model

Miguel Jerez, José Casals, Sonia Sotoca, 2018 .

Modelling and forecasting time series sampled at different frequencies

Miguel Jerez, José Casals, Sonia Sotoca, 2009 .

State-Space Methods for Time Series Analysis: Theory, Applications and Software

Miguel Jerez, José Casals, Sonia Sotoca, 2016 .

Exact smoothing for stationary and non-stationary time series

Miguel Jerez, José Casals, Sonia Sotoca, 2000 .