J. Casals

发表

The exact likelihood for a state space model with stochastic inputs

J. Casals, S. Sotoca, 2001 .

Fast estimation methods for time-series models in state–space form

J. Casals, A. García-Hiernaux, Miguel Jerez, 2009 .

An Exact Multivariate Model-Based Structural Decomposition

J. Casals, S. Sotoca, Miguel Jerez, 2002 .

Unit roots and cointegration modelling through a family of flexible information criteria

J. Casals, A. García-Hiernaux, Miguel Jerez, 2010 .

Unit Roots and Cointegrating Matrix Estimation using Subspace Methods

J. Casals, Miguel Jerez, Alfredo García Hiernaux, 2005 .

Identification of Canonical Models for Vectors of Time Series: A Subspace Approach

J. Casals, A. García-Hiernaux, Miguel Jerez, 2015, Statistical Papers.

Signal Extraction for Linear State-Space Models

J. Casals, S. Sotoca, Miguel Jerez, 2011 .

Exact smoothing for stationary and non-stationary time series

Miguel Jerez, José Casals, Sonia Sotoca, 2000 .

A fast and stable method to compute the likelihood of time invariant state-space models

J. Casals, S. Sotoca, Miguel Jerez, 1999 .

Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs

J. Casals, S. Sotoca, 1997 .

Modelling and forecasting time series sampled at different frequencies

Miguel Jerez, José Casals, Sonia Sotoca, 2009 .

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

José Casals, Jaime Terceiro Lomba, Miguel Jerez Méndez, 2000 .

Estimating the system order by subspace methods

Miguel Jerez, José Casals, Alfredo García-Hiernaux, 2012, Comput. Stat..

Estimating the system order by subspace methods

J. Casals, A. García-Hiernaux, Miguel Jerez, 2011, Computational Statistics.

SUBSPACE-BASED METHODS TO DETERMINE UNIT ROOTS AND COINTEGRATING RANKS

J. Casals, A. García-Hiernaux, Miguel Jerez, 2007 .

A New Approach to the Unconditional Measurement of Default Risk

J. Casals, S. Sotoca, Alex Ferrer, 2014 .

Single and multiple error state-space models for signal extraction

J. Casals, S. Sotoca, Miguel Jerez, 2015 .

From general state-space to VARMAX models

Miguel Jerez, J. Casals, A. García-Hiernaux, 2010, Math. Comput. Simul..