S. Sotoca

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Minimally conditioned likelihood for a nonstationary state space model Mathematics and Computers in Simulation	2021-02-18	Paper
Single and multiple error state-space models for signal extraction Journal of Statistical Computation and Simulation	2020-03-27	Paper
State-space methods for time series analysis. Theory, applications and software	2016-08-17	Paper
Decomposition of a state-space model with inputs Journal of Statistical Computation and Simulation	2011-07-06	Paper
Likelihood stabilization for ill-conditioned vector GARCH models Computational Statistics	2011-04-06	Paper
An Exact Multivariate Model-Based Structural Decomposition Journal of the American Statistical Association	2004-06-10	Paper
A fast and stable method to compute the likelihood of time invariant state-space models. Economics Letters	2002-07-24	Paper
The exact likelihood for a state space model with stochastic inputs Computers & Mathematics with Applications	2001-11-12	Paper
Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs Economics Letters	1998-08-13	Paper

Research outcomes over time

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