• Estimation of dynamic models using kernel density 

    Font, X; Muñoz Gracia, María del Pilar; Martí Recober, Manuel (2002-08)
    Comunicació de congrés
    Accés restringit per política de l'editorial
    The objective of this work is to present a simple approach to deal with a dynamic model without imposing any assumptions on the error distribution. Using a state-space representation the model does not need any optimization ...
  • Time series estimation through optimal filtering: non-gaussian series 

    Font, X; Muñoz Gracia, María del Pilar; Martí Recober, Manuel (2001-08)
    Text en actes de congrés
    Accés restringit per política de l'editorial