Miguel Jerez

Available identifiers

zbMath Open jerez.miguelMaRDI QIDQ1606271

List of research outcomes

Publication	Date of Publication	Type
Minimally conditioned likelihood for a nonstationary state space model	2021-02-18	Paper
Single and multiple error state-space models for signal extraction	2020-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q3188233	2016-08-17	Paper
Estimating the system order by subspace methods	2015-01-30	Paper
From general state-space to VARMAX models	2012-05-18	Paper
Decomposition of a state-space model with inputs	2011-07-06	Paper
Likelihood stabilization for ill-conditioned vector GARCH models	2011-04-06	Paper
Unit roots and cointegration modelling through a family of flexible information criteria	2010-04-08	Paper
Fast estimation methods for time-series models in state–space form	2009-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q3533595	2008-10-23	Paper
An Exact Multivariate Model-Based Structural Decomposition	2004-06-10	Paper
A fast and stable method to compute the likelihood of time invariant state-space models.	2002-07-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Miguel Jerez