Víctor Gómez

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
TESS: system for automatic seasonal adjustment and forecasting of time series COMPSTAT	2020-07-21	Paper
Linear time series with MATLAB and OCTAVE Statistics and Computing	2019-07-17	Paper
The relationship between the Beveridge-Nelson decomposition and exponential smoothing Time Series Analysis and Forecasting	2017-07-20	Paper
Multivariate time series with linear state space structure	2016-06-16	Paper
Initializing the Kalman filter for nonstationary state space models Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales (España)	2014-01-15	Paper
A strongly consistent criterion to decide between I(1) and I(0) processes based on different convergence rates Communications in Statistics. Simulation and Computation	2013-06-24	Paper
A new state-space methodology to disaggregate multivariate time series Journal of Time Series Analysis	2011-02-22	Paper
An Alternative to Transfer Function Forecasting Based on Subspace Methods Communications in Statistics. Simulation and Computation	2011-02-03	Paper
Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure Journal of Time Series Analysis	2007-12-16	Paper
The Beveridge-Nelson Decomposition: A Different Perspective with New Results Journal of Time Series Analysis	2000-03-01	Paper
Missing observations in ARIMA models: Skipping approach versus additive outlier approach Journal of Econometrics	1999-11-16	Paper
scientific article; zbMATH DE number 1113902 (Why is no real title available?)	1998-03-30	Paper
Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter Journal of the American Statistical Association	1995-02-16	Paper

Research outcomes over time

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