Jerez Miguel

Miguel Jerez

Information about the author Miguel Jerez will soon be added to the site.
Found 2 papers in total
Modelling and forecasting time series sampled at different frequencies
Modelling and forecasting time series sampled at different frequencies
2009
This paper discusses how to specify an observable high-frequency model for a vector of...
Exact smoothing for stationary and non-stationary time series
Exact smoothing for stationary and non-stationary time series
2000
In this work we derive an analytical relationship between exact fixed-interval...
Papers per page: