Víctor Gómez

Available identifiers

Publication	Date of Publication	Type
TESS: system for automatic seasonal adjustment and forecasting of time series	2020-07-21	Paper
Linear Time Series with MATLAB and OCTAVE	2019-07-17	Paper
The Relationship Between the Beveridge–Nelson Decomposition and Exponential Smoothing	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	2014-01-15	Paper
A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates	2013-06-24	Paper
A new state-space methodology to disaggregate multivariate time series	2011-02-22	Paper
An Alternative to Transfer Function Forecasting Based on Subspace Methods	2011-02-03	Paper
Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure	2007-12-16	Paper
The Beveridge-Nelson Decomposition: A Different Perspective with New Results	2000-03-01	Paper
Missing observations in ARIMA models: Skipping approach versus additive outlier approach	1999-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4375682	1998-03-30	Paper
Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter	1995-02-16	Paper

This page was built for person: Víctor Gómez