| State-space methods for time series analysis: theory, applications and software J Casals, A Garcia-Hiernaux, M Jerez, S Sotoca, AA Trindade Chapman and Hall/CRC, 2018 | 56 | 2018 |
| Exact smoothing for stationary and non-stationary time series J Casals, M Jerez, S Sotoca International Journal of Forecasting 16 (1), 59-69, 2000 | 53 | 2000 |
| An exact multivariate model-based structural decomposition J Casals, M Jerez, S Sotoca Journal of the American Statistical Association 97 (458), 553-564, 2002 | 45 | 2002 |
| A fast and stable method to compute the likelihood of time invariant state-space models J Casals, S Sotoca, M Jerez Economics Letters 65 (3), 329-337, 1999 | 45 | 1999 |
| Modelling and forecasting time series sampled at different frequencies J Casals, M Jerez, S Sotoca Journal of Forecasting 28 (4), 316-342, 2009 | 27 | 2009 |
| From general state-space to VARMAX models J Casals, A García-Hiernaux, M Jerez Mathematics and Computers in Simulation 82 (5), 924-936, 2012 | 19 | 2012 |
| Fast estimation methods for time-series models in state–space form A Garcia-Hiernaux, J Casals, M Jerez Journal of Statistical Computation and Simulation 79 (2), 121-134, 2009 | 16 | 2009 |
| Estimating the system order by subspace methods A García-Hiernaux, J Casals, M Jerez Computational Statistics 27, 411-425, 2012 | 14 | 2012 |
| The exact likelihood for a state space model with stochastic inputs J Casals, S Sotoca Computers & Mathematics with Applications 42 (1-2), 199-209, 2001 | 14 | 2001 |
| Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs J Casals, S Sotoca Economics Letters 57 (3), 261-267, 1997 | 14 | 1997 |
| Time Series Analysis using MATLAB J Terceiro, JM CASALS, M Jerez, GR Serrano, S Sotoca Including a complete MATLAB Toolbox, 2000 | 9 | 2000 |
| The likelihood of multivariate GARCH models is ill-conditioned MJ Méndez, JC Carro, SS López The likelihood of multivariate GARCH models is ill-conditioned 4, 1-29, 1999 | 9 | 1999 |
| Decomposition of a state-space model with inputs J Casals, M Jerez, S Sotoca Journal of Statistical Computation and Simulation 80 (9), 979-992, 2010 | 7 | 2010 |
| A new approach to the unconditional measurement of default risk A Ferrer, J Casals, S Sotoca Available at SSRN 2442710, 2014 | 6 | 2014 |
| Sistemas de evaluación objetiva a distancia en métodos cuantitativos: valoración de plataformas alternativas M Jerez, M Robles, GR Serrano, A Mauricio, M Bujosa, A García Hiernaux, ... RELADA-Revista Electrónica de ADA-Madrid 6 (3), 2012 | 6 | 2012 |
| Detección de raíces unitarias y cointegración mediante métodos de subespacios A García-Hiernaux, J Casals, M Jerez Revista Colombiana de Estadística 30 (1), 77-96, 2007 | 6 | 2007 |
| Signal Extraction for Linear State-Space Models: Including a free MATLAB Toolbox for Time Series Modeling and Decomposition M Jerez, J Casals, S Sotoca LAP LAMBERT Academic Publishing, 2011 | 5 | 2011 |
| Signal Extraction for Linear State-Space Models M Jerez, J Casals, S Sotoca LAP LAMBERT Academic Publishing, 2011 | 5 | 2011 |
| From general State-Space to VARMAX models JC Carro, A Garcia-Hiernaux, M Jerez Documentos de Trabajo del ICAE, 2010 | 5 | 2010 |
| Empirical modeling of time series sampled at different frequencies J Casals, M Jerez, S Sotoca Working Paper, Universidad Complutense, Madrid, 2004 | 5 | 2004 |
