Sonia Sotoca López

The likelihood of multivariate GARCH models is ill-conditioned

Miguel Jerez Méndez, José Casal, Sonia Sotoca López, 1999 .

An exact multivariate model-based structural decomposition

Sonia Sotoca López, M. J. Méndez, J. Carro, 2000 .

Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising

Sonia Sotoca López, M. J. Méndez, J. Carro, 2006 .

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

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

Linking the Problems of Estimating and Allocating Unconditional Capital

Sonia Sotoca López, J. Carro, Alejandro Ferrer Pérez, 2014 .