José M. Casals

Publication Activity (10 Years)

Years Active: 2009-2014
Publications (10 Years): 0

Top Topics

Kalman Filtering

Multiresolution

Subspace Methods

Top Venues

Math. Comput. Simul.

Publications

José M. Casals, Sonia Sotoca, Miguel Jerez
Minimally conditioned likelihood for a nonstationary state space model. Math. Comput. Simul. 100 (2014)
Alfredo García-Hiernaux, José M. Casals, Miguel Jerez
Estimating the system order by subspace methods. Comput. Stat. 27 (3) (2012)
José M. Casals, Alfredo García-Hiernaux, Miguel Jerez
From general state-space to VARMAX models. Math. Comput. Simul. 82 (5) (2012)
Miguel Jerez, José M. Casals, Sonia Sotoca
Likelihood stabilization for ill-conditioned vector GARCH models. Comput. Stat. 24 (1) (2009)