Cited in
(15)- An Exact Multivariate Model-Based Structural Decomposition
- Likelihood stabilization for ill-conditioned vector GARCH models
- From general state-space to VARMAX models
- Unit roots and cointegration modelling through a family of flexible information criteria
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs
- A fast and stable method to compute the likelihood of time invariant state-space models.
- MIDAS Regressions
- State-space methods for time series analysis. Theory, applications and software
- Fast estimation methods for time-series models in state–space form
- The exact likelihood for a state space model with stochastic inputs
- Estimating the system order by subspace methods
- TF-MIDAS: a transfer function based mixed-frequency model
- Decomposition of a state-space model with inputs
- An algorithm for the exact Fisher information matrix of vector ARMAX time series
- Stochastic and deterministic trend in state space models
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