The following pages link to Sonia Sotoca (Q1127410):
Displayed 10 items.
- (Q214653) (redirect page) (← links)
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- A fast and stable method to compute the likelihood of time invariant state-space models. (Q1606272) (← links)
- Minimally conditioned likelihood for a nonstationary state space model (Q2229843) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- Decomposition of a state-space model with inputs (Q3012674) (← links)
- (Q3188233) (← links)
- An Exact Multivariate Model-Based Structural Decomposition (Q4468407) (← links)
- Single and multiple error state-space models for signal extraction (Q5220774) (← links)
- The exact likelihood for a state space model with stochastic inputs (Q5948831) (← links)