M. Bujosa, A. Bujosa y A. Garcia-Ferrer (2015). Mathematical Framework for Pseudo-spectra of Linear Stochastic Difference Equations. IEEE Transactions on Signal Processing, vol. 63, 24, pp. 6498-6509. URL: http://dx.doi.org/10.1109/TSP.2015.2469640

Jose Casals, Sonia Sotoca and Miguel Jerez (2014) "Minimally Conditioned Likelihood for a Nonstationary State Space Model". Mathematics and Computers in Simulation, 100C, 24-40. URL: http://dx.doi.org/10.1016/j.matcom.2013.10.006

Alfredo Garcia-Hiernaux (2013). "Portmanteau test based on subspace methods". Colombian Journal of Statistics, 36(2), 221-235.

Marcos Bujosa and Alfredo Garcia-Hiernaux (2013). "Some Considerations about Forecasting Aggregates and Disaggregates with Common Features", International Journal of Forecasting, 29(4), 733-735. http://dx.doi.org/10.1016/j.ijforecast.2012.10.001

Jose Casals, Sonia Sotoca and Miguel Jerez (2013) "Single versus multiple-source error models for signal extraction". Journal of Statistical Computation and Simulation. URL: http://dx.doi.org/10.1080/00949655.2013.867960

Jose Casals, Alfredo Garcia-Hiernaux y Miguel Jerez (2012) "From general State-Space to VARMAX models". Mathematics and Computers in Simulation, 82, 924–936. URL:http://dx.doi.org/10.1016/j.matcom.2012.01.001

Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2012) "Estimating the System Order by Subspace Methods". Computational Statistics, 27, 3, 411-425. URL:http://dx.doi.org/10.1007/s00180-011-0264-2

Alfredo Garcia-Hiernaux (2011). "Forecasting linear dynamical systems using subspace methods", Journal of Times Series Analysis, 32(5), 462-468. DOI: 10.1111/j.1467-9892.2010.00704.x.– Presented in the ISF 2009, Hong Kong, China – Proceedings.

Jose Casals, Sonia Sotoca and Miguel Jerez (2010) "Decomposition of a State-Space Model with Inputs". Journal of Statistical Computation and Simulation, 80, 9, 979-992. URL:http://dx.doi.org/10.1080/00949650902850573

Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2010) "Unit roots and cointegration modeling through a family of flexible information criteria". Journal of Statistical Computation and Simulation, 80, 2, 173-189. URL: http://dx.doi.org/10.1080/00949650802584991

Jose Casals, Sonia Sotoca and Miguel Jerez (2009) "Modeling and Forecasting Time Series Sampled at Different Frequencies". Journal of Forecasting, 28, 4, 316-342. URL:http://dx.doi.org/10.1002/for.1112

Miguel Jerez, Jose Casals and Sonia Sotoca (2009) "Likelihood stabilization for ill-conditioned vector GARCH models". Computational Statistics, 24, 1, 15-35. URL: http://dx.doi.org/10.1007/s00180-007-0104-6 Una versión previa de este trabajo, titulada "The Likelihood of Multivariate GARCH Models is Ill-Conditioned" se publicó en Documentos de trabajo del ICAE, nº 9904. 

Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2009) "Fast estimation methods for time series models in state-space form". Journal of Statistical Computation and Simulation, 79, 2, 121-134. URL: http://dx.doi.org/10.1080/00949650701617249

Marcos Bujosa, Antonio Garcia-Ferrer and Peter C. Young (2007). Linear Dynamic Harmonic Regression. Computational Statistics and Data Analysis, 52, 2, pp. 999–1024. DOI: 10.1016/j.csda.2007.07.008

Alfredo Garcia-Hiernaux, Jose Casals and Miguel Jerez (2007) "Detección de raíces unitarias y cointegración mediante métodos de subespacios". Revista Colombiana de Estadística, 30, 1, pp. 77-96.

Alberto Mauricio (2007). "Computing and Using Residuals in Time Series Models," Computational Statistics and Data Analysis, Vol. 52, No. 3, pp. 1746-1763. DOI: 10.1016/j.csda.2007.05.034

Alberto Mauricio (2006). "Exact Maximum Likelihood Estimation of Partially Nonstationary Vector ARMA Models," Computational Statistics and Data Analysis, Vol. 50, No. 12, pp. 3644-3662. DOI: 10.1016/j.csda.2005.07.012

Jose Casals, Sonia Sotoca and Miguel Jerez (2002) "An Exact Multivariate Model-Based Structural Decomposition". Journal of the American Statistical Association, 97, 458, 553-564. URL: 10.1198/016214502760047087

Alberto Mauricio (2002). "An Algorithm for the Exact Likelihood of a Stationary Vector Autoregressive-Moving Average Model," Journal of Time Series Analysis, Vol. 23, No. 4, pp. 473-486. DOI: 10.1111/1467-9892.00273

Jose Casals, Sonia Sotoca and Miguel Jerez (2000) "Exact smoothing for stationary and nonstationary time series". International Journal of Forecasting, 16, 1, 59-69. DOI: 10.1016/S0169-2070(99)00030-8

Jose Casals, Sonia Sotoca and Miguel Jerez (1999) "A Fast and Stable Method to Compute the Likelihood of Time Invariant State-Space Models". Economics Letters, 65, 329-337. DOI: 10.1016/S0165-1765(99)00165-2

Jose Casals, Sonia Sotoca and Miguel Jerez (1998) "Un algoritmo rápido para evaluar la función de verosimilitud exacta de modelos VARMAX periódicos". Estadística Española, 40, 143, 269-291.

Jose Casals and Sonia Sotoca (1997). "Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs". Economics Letters, 57, 3, 261-267. DOI: 10.1016/S0165-1765(97)00180-8

Alberto Mauricio (1997). "Algorithm AS 311: The Exact Likelihood Function of a Vector Autoregressive Moving Average Model," Journal of the Royal Statistical Society Series C - Applied Statistics, Vol. 46, No. 1, pp. 157-171. DOI: 10.1111/1467-9876.00056

Sonia Sotoca (1997). "Una nota sobre la estimación eficiente de modelos con parámetros cambiantes". Estadística Española, 37, 140, 363-380.

Alberto Mauricio (1996). "Some Computational Aspects of Exact Maximum Likelihood Estimation of Time Series Models," in COMPSTAT 1996 Proceedings in Computational Statistics, Ed. A. Prat, Heidelberg: Physica-Verlag, pp. 361-366. URL: http://link.springer.com/chapter/10.1007%2F978-3-642-46992-3_47

Alberto Mauricio (1995). "Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models," Journal of the American Statistical Association, Vol. 90, No. 429, pp. 282-291. DOI: 10.1080/01621459.1995.10476511

Sonia Sotoca (1994). "Aplicación del filtro de Chandrasekhar a la estimación por máxima verosimilitud exacta de modelos dinámicos". Estadística Española, 36, 136, 259-285.

Sonia Sotoca (1993). "El problema de las condiciones iniciales en los algoritmos de estimación recursiva de modelos lineales". Estadística Española, 35, 132, 141-167.

Miguel Jerez (1992) "Una metodología para el seguimiento de objetivos definidos sobre series históricas: el caso del control monetario en España". Investigaciones Económicas, XVI, 1, 63-68.