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José Casals Carro

Complutense University of Madrid

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Publication

Featured researches published by José Casals Carro.

Documentos de Trabajo ( ICAE ) | 2010

From general State-Space to VARMAX models

José Casals Carro; Alfredo García-Hiernaux; Miguel Jerez

Estadística española | 1998

Un algoritmo rápido para evaluar la verosimilitud exacta de modelos VARMAX periódicos

Miguel Jerez Juan; Sonia Sotoca López; José Casals Carro

Documentos de Trabajo ( ICAE ) | 2014

Linking the problems of estimating and allocating unconditional capital

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2014

Conditional coverage and its role in determining and assessing long-term capital requirements

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2014

A new approach to the unconditional measurement of default risk

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2012

Minimally Conditioned Likelihood for a Nonstationary State Space Model

José Casals Carro; Sonia Sotoca López; Miguel Jerez Méndez

Documentos de Trabajo ( ICAE ) | 2006

Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2006

Modelling an Forecasting Time series Sampled at Different Frequencies

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2000

An exact multivariate model-based structural decomposition

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2000

A MATLAB toolbox for reliable time series modeling and forecasting in State-Space

Jaime Terceiro Lomba; José Casals Carro; Miguel Jerez Méndez; Gregorio R. Serrano García; Sonia Sotoca López

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Sonia Sotoca López

Complutense University of Madrid

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Miguel Jerez Méndez

Complutense University of Madrid

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Alejandro Ferrer Pérez

Complutense University of Madrid

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Alfredo García-Hiernaux

Complutense University of Madrid

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Miguel Jerez

Complutense University of Madrid

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